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Latest revision as of 09:40, 28 June 2024

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Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
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    Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (English)
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    22 May 2008
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    Heston model
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    numerical methods for stochastic differential equations
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    mathematical finance
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    quasi-Monte Carlo method
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