An Introduction to Particle Methods with Financial Applications (Q2917424)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Introduction to Particle Methods with Financial Applications |
scientific article |
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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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