scientific article; zbMATH DE number 1103081
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Publication:4369793
zbMath0888.90019MaRDI QIDQ4369793
William J. Morokoff, Russel E. Caflisch
Publication date: 12 January 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
simulationstochastic processesquasi-Monte Carlo methodsvaluation of a mortgage backed security portfolio
Numerical methods (including Monte Carlo methods) (91G60) Sums of independent random variables; random walks (60G50)
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