scientific article; zbMATH DE number 5584713

MaRDI QIDQ5320340zbMATH OpenFDO

Authors Lei Zhen, Liuzhi Yin, Zhaoben Fang

Publication date 22 July 2009

zbMATH Keywords

Brownian motionMonte Carlo simulationtime series

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)

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