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scientific article; zbMATH DE number 1069624
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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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0.8579432964324951
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0.8049173355102539
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0.7971011996269226
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0.7953295707702637
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