Monte Carlo methods for adaptive disorder problems
Year of publication: |
2012
|
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Authors: | Ludkovski, Michael |
Published in: |
Numerical methods in finance : Bordeaux, June 2010. - Berlin : Springer, ISBN 3-642-25745-3. - 2012, p. 83-112
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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