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subject:"Zinsstruktur"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Mathematics of operations research"
~subject:"Monte Carlo simulation"
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An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space
Yoshikawa, Kazuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10011377529
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2
Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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