Exact simulation for multivariate Itô diffusions (Q5005041)
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scientific article; zbMATH DE number 7378191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation for multivariate Itô diffusions |
scientific article; zbMATH DE number 7378191 |
Statements
Exact simulation for multivariate Itô diffusions (English)
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4 August 2021
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exact simulation
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stochastic differential equation
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Brownian motion
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Monte Carlo method
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