No label defined (Q4361192)
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scientific article; zbMATH DE number 1079018
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| 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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0.7620885372161865
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0.7471497058868408
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0.7455453872680664
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