Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (Q5014496)

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scientific article; zbMATH DE number 7440700
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    Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach
    scientific article; zbMATH DE number 7440700

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      Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (English)
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      8 December 2021
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      Monte Carlo simulation
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      nested simulation
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      nested stochastic modeling
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      financial reporting
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      numerical PDE methods
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