Least-squares Importance Sampling for Monte Carlo security pricing (Q3605223)
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scientific article; zbMATH DE number 5509826
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Least-squares Importance Sampling for Monte Carlo security pricing |
scientific article; zbMATH DE number 5509826 |
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Least-squares Importance Sampling for Monte Carlo security pricing (English)
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23 February 2009
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Monte Carlo methods
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derivatives pricing
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financial derivatives
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financial engineering
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0.8272194862365723
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0.7962279915809631
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0.7909355759620667
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0.7838350534439087
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