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scientific article; zbMATH DE number 1069624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1069624 |
Statements
12 October 1998
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Monte Carlo methods
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valuation of contingent claims
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stochastic volatility models
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Black-Scholes model
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importance sampling variance reduction
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