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scientific article; zbMATH DE number 2051221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2051221 |
Statements
7 March 2004
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quasi-Monte Carlo methods
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computational finance
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Brownian bridge
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principal component analysis
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linear transformation
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derivative pricing
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dimension reduction
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