Publication:3374063
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zbMath1138.91454MaRDI QIDQ3374063
Arturo Kohatsu-Higa, Miquel Montero
Publication date: 9 March 2006
91G60: Numerical methods (including Monte Carlo methods)
65C05: Monte Carlo methods
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G80: Financial applications of other theories
60H07: Stochastic calculus of variations and the Malliavin calculus
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