scientific article; zbMATH DE number 2051217
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Publication:4453509
zbMath1062.91033MaRDI QIDQ4453509
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Publication date: 7 March 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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