Some contributions to sequential Monte Carlo methods for option pricing (Q5106815)
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scientific article; zbMATH DE number 7191967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some contributions to sequential Monte Carlo methods for option pricing |
scientific article; zbMATH DE number 7191967 |
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Some contributions to sequential Monte Carlo methods for option pricing (English)
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22 April 2020
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diffusions
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sequential Monte Carlo
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option pricing
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