An introduction to particle methods with financial applications (Q2917424)
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scientific article; zbMATH DE number 6088196
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An introduction to particle methods with financial applications |
scientific article; zbMATH DE number 6088196 |
Statements
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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0.8225368857383728
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0.7893366813659668
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0.7773712873458862
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0.7565705180168152
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