An adaptive Monte Carlo algorithm for European and American options (Q5076663): Difference between revisions

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+Combined probabilistic algorithm for solving high dimensional problems
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+Iterative solution of large sparse systems of equations
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+Q5730552
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+A smooth estimator for MC/QMC methods in finance
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+Sequential Monte Carlo Methods for Option Pricing
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+Q4625372
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+Adaptive Monte Carlo methods for matrix equations with applications
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+Q3311717
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+A fast high-order finite difference algorithm for pricing American options
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