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scientific article; zbMATH DE number 1079018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1079018 |
Statements
9 December 1997
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second-order differential operators
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asymptotic expansion
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computation of European contingent claim prices
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Monte Carlo simulations
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sampling variance reduction procedure
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