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    publication date
    3 March 2002
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    Mathematics Subject Classification ID
    60-01
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    60H10
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    60H30
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    zbMATH DE Number
    1715058
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    zbMATH Keywords
    Itô formula
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    stochastic differential equation
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    Monte Carlo simulation
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    semimartingale
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    author
    Mircea D. Grigoriu
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