Least-squares Importance Sampling for Monte Carlo security pricing (Q3605223)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-squares Importance Sampling for Monte Carlo security pricing |
scientific article |
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Least-squares Importance Sampling for Monte Carlo security pricing (English)
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23 February 2009
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Monte Carlo methods
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derivatives pricing
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financial derivatives
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financial engineering
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