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scientific article; zbMATH DE number 6150131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6150131 |
Statements
3 April 2013
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Monte Carlo integration
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sequences with low \(G\)-discrepancy
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normal inverse Gaussian distribution
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option pricing
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barrier options
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numerical results
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