scientific article; zbMATH DE number 2059614
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Publication:4457878
zbMath1046.65007MaRDI QIDQ4457878
Publication date: 17 March 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationnumerical examplecomparison of methodsdiffusion processMonte Carlo samplingfinancequasi-Monte Carlo methodtree based branching algorithm
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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