A variance reduction technique based on integral representations (Q4646798)
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scientific article; zbMATH DE number 7001541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variance reduction technique based on integral representations |
scientific article; zbMATH DE number 7001541 |
Statements
A variance reduction technique based on integral representations (English)
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14 January 2019
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variance reduction technique
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integral representations
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Itô calculus
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pricing of European derivative securities
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