scientific article; zbMATH DE number 7696354

MaRDI QIDQ6162276zbMATHFDO

Authors Kun Du, Guo Liu, Guiding Gu

Publication date 15 June 2023

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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