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zbMath1238.91144MaRDI QIDQ2888116

Giovanni Villani

Publication date: 30 May 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulations variance reduction exchange options

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Valuation of R&D Investment Opportunities Using the Least-Squares Monte Carlo Method

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