Advanced Simulation-Based Methods for Optimal Stopping and...

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Advanced Simulation-Based Methods for Optimal Stopping and Control || Variance Reduction for SDEs

Belomestny, Denis, Schoenmakers, John
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Volume:
10.1057/97
Year:
2018
Language:
english
DOI:
10.1057/978-1-137-03351-2_3
File:
PDF, 330 KB
english, 2018
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