An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767)
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scientific article; zbMATH DE number 7459968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient exponential twisting importance sampling technique for pricing financial derivatives |
scientific article; zbMATH DE number 7459968 |
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An efficient exponential twisting importance sampling technique for pricing financial derivatives (English)
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19 January 2022
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efficient
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importance sampling
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exponential twisting
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least square
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