Stratified sampling and quasi-Monte Carlo simulation of Lévy processes (Q3431324)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stratified sampling and quasi-Monte Carlo simulation of Lévy processes |
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Stratified sampling and quasi-Monte Carlo simulation of Lévy processes (English)
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10 April 2007
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quasi-Monte Carlo methods
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numerical schemes
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pricing an asian option
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hyperbolic market model
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