An Introduction to Particle Methods with Financial Applications (Q2917424): Difference between revisions

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Revision as of 03:31, 20 March 2024

scientific article
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An Introduction to Particle Methods with Financial Applications
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    An Introduction to Particle Methods with Financial Applications (English)
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    28 September 2012
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    Advanced Monte Carlo
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    Feynman-Kac
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    interacting particle system
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