An Introduction to Particle Methods with Financial Applications
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Publication:2917424
DOI10.1007/978-3-642-25746-9_1zbMath1248.91096WikidataQ56093102 ScholiaQ56093102MaRDI QIDQ2917424
Pierre Del Moral, Peng Hu, Nadia Oudjane, René A. Carmona
Publication date: 28 September 2012
Published in: Springer Proceedings in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-25746-9_1
91G60: Numerical methods (including Monte Carlo methods)
60G40: Stopping times; optimal stopping problems; gambling theory
65C35: Stochastic particle methods
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