scientific article; zbMATH DE number 1054684
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Publication:4352227
zbMath0881.90015MaRDI QIDQ4352227
Publication date: 28 August 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
importance samplingbinomial latticetwo-stage sampling procedurevaluation of derivative financial instruments
Applications of mathematical programming (90C90) Microeconomic theory (price theory and economic markets) (91B24) Probabilistic methods, stochastic differential equations (65C99)
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