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scientific article; zbMATH DE number 2059614
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| English | No label defined |
scientific article; zbMATH DE number 2059614 |
Statements
17 March 2004
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comparison of methods
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numerical example
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stochastic differential equation
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diffusion process
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quasi-Monte Carlo method
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finance
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tree based branching algorithm
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Monte Carlo sampling
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0.8481403589248657
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0.7834596633911133
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0.7455549240112305
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0.7206429839134216
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