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scientific article; zbMATH DE number 5251992

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Publication:5447885
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zbMATH Open1144.62349MaRDI QIDQ5447885

Gikiri Thuo

Publication date: 20 March 2008



Title of this publication is not available (Why is that?)



Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)



Related Items (2)

Implementing importance sampling in the least-squares Monte Carlo approach for American options ⋮ Amostragem descritiva no apreçamento de opções européias através de simulação Monte Carlo: o efeito da dimensionalidade e da probabilidade de exercício no ganho de precisão






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