Multilevel Monte Carlo using approximate distributions of the CIR process (Q6157841)
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scientific article; zbMATH DE number 7700178
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multilevel Monte Carlo using approximate distributions of the CIR process |
scientific article; zbMATH DE number 7700178 |
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Multilevel Monte Carlo using approximate distributions of the CIR process (English)
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22 June 2023
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multilevel Monte Carlo
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approximate distribution
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CIR process
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Heston model
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0.7644636631011963
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0.7620300054550171
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0.7452759742736816
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0.7435836791992188
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0.7433063983917236
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