A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-level dimension reduction Monte-Carlo method for jump-diffusion models |
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A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (English)
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4 July 2017
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Monte Carlo
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dimension reduction
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multi-level
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jump-diffusions
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Lamperti-Backward-Euler
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Milstein
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