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    author
    Michael B. Giles
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    Benjamin J. Waterhouse
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    publication date
    13 January 2010
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    Mathematics Subject Classification ID
    91G60
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    91G20
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    60H10
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    60H35
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    65C05
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    65C30
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    91-02
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    zbMATH DE Number
    5657861
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    zbMATH Keywords
    multilevel
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    Monte Carlo
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    quasi-Monte Carlo
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    computational finance
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