Monte Carlo Computation in Finance (Q3405423)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Computation in Finance |
scientific article |
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Monte Carlo Computation in Finance (English)
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15 February 2010
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Monte Carlo
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hedging
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pricing
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risk management
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portfolio optimization
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model calibration
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variance reduction
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optimization
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sensitivity analysis
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multigrid
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