An introduction to particle methods with financial applications
René Carmona, Pierre del Moral , Peng Hu, and Nadia Oudjane
Year of publication: |
2012
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Authors: | Carmona, René ; Del Moral, Pierre ; Peng Hu ; Oudjane, Nadia |
Published in: |
Numerical methods in finance : Bordeaux, June 2010. - Berlin : Springer, ISBN 3-642-25745-3. - 2012, p. 3-49
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