scientific article; zbMATH DE number 1069624
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zbMath0898.90034MaRDI QIDQ4356586
Eric Fournié, Jean-Michel Lasry, Nizar Touzi
Publication date: 12 October 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlo methodsBlack-Scholes modelstochastic volatility modelsvaluation of contingent claimsimportance sampling variance reduction
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