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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano"
~subject:"Algorithm"
~subject:"Mean reversion"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano
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Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
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Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
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