Multilevel path branching for digital options (Q6620084)
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scientific article; zbMATH DE number 7927503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel path branching for digital options |
scientific article; zbMATH DE number 7927503 |
Statements
Multilevel path branching for digital options (English)
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16 October 2024
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branching processes
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computational complexity
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Monte Carlo
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multilevel
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path splitting
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