Modern Monte Carlo Methods and GPU Computing (Q4626521)
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scientific article; zbMATH DE number 7030716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modern Monte Carlo Methods and GPU Computing |
scientific article; zbMATH DE number 7030716 |
Statements
Modern Monte Carlo Methods and GPU Computing (English)
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28 February 2019
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Bermudan options pricing
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multi-dimensional stochastic processes
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Monte Carlo
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dynamic programming
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