scientific article; zbMATH DE number 7499615
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Publication:5066183
DOI10.4134/JKMS.j210168zbMath1485.60077MaRDI QIDQ5066183
Publication date: 29 March 2022
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Credit risk (91G40) Hamilton-Jacobi equations (35F21) Risk models (general) (91B05)
Uses Software
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