Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Monte Carlo simulation for integral functionals of Brownian motion |
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Efficient Monte Carlo simulation for integral functionals of Brownian motion (English)
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1 April 2014
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integrals of Brownian motion
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Brownian bridge
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stratified sampling
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quasi-Monte Carlo
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Asian options
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