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Publication:3426055
zbMath1117.91033MaRDI QIDQ3426055
Publication date: 7 March 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
option pricingBlack-Scholes modelquasi-Monte Carlo methodsvariance reduction techniquesfinancial market modelscalibration, estimation
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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