Integration by Parts for Point Processes and Monte Carlo Estimation (Q5440650)
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scientific article; zbMATH DE number 5232355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration by Parts for Point Processes and Monte Carlo Estimation |
scientific article; zbMATH DE number 5232355 |
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Integration by Parts for Point Processes and Monte Carlo Estimation (English)
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5 February 2008
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Malliavin calculus
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sensitivity analysis
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