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theory of interacting particle methods
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An Introduction to
Particle
Methods
with Financial Applications
Carmona, René
;
Del Moral, Pierre
;
Hu, Peng
;
Oudjane, Nadia
-
Université Paris-Dauphine (Paris IX)
-
2012
The aim of this article is to give a general introduction to the theory of interacting
particle
methods
, and an …
Persistent link: https://www.econbiz.de/10010706535
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