Monte Carlo Simulation of Infinite Series

DOI10.2307/2691302MaRDI QIDQ3984195zbMATH OpenOpenAlexFDO

Authors Frederick Solomon

Publication date 27 June 1992

Full work available at URL https://doi.org/10.2307/2691302

zbMATH Keywords

error estimateMonte Carlo methodsMonte Carlo simulationsummation of series

Mathematics Subject Classification ID

Numerical summation of series (65B10) Monte Carlo methods (65C05)

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• Monte Carlo simulation of present value of cash flows

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