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Quasi-Monte Carlo methods with applications in finance
Pierre L’Ecuyer
- In:
Finance and Stochastics
13
(
2009
)
3
,
pp. 307-349
Persistent link: https://www.econbiz.de/10005061363
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2
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and Stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10005061373
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3
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and Stochastics
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10005613400
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Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and Stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10005166847
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