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~isPartOf:"Applied mathematical finance"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~person:"Dang, Duy Minh"
~person:"Konstandatos, Otto"
~subject:"Simulation"
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Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Mohammadi, Mohammadreza
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 522-552
Persistent link: https://www.econbiz.de/10011490623
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