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  • Search: subject:"Stratified Sampling,Antithetic Variables"
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Year of publication
Subject
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Analysis of variance 1 Certificate pricing 1 Control Variates 1 Importance Sampling 1 Latin Hypercube 1 Moment Matching 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Randomized Quasi Monte Carlo 1 Sampling 1 Stichprobenerhebung 1 Stochastic Differential Equation 1 Stochastic process 1 Stochastischer Prozess 1 Stratified Sampling,Antithetic Variables 1 Variance Reduction Techniques 1 Varianzanalyse 1
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CC license 1 Free 1
Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Bottasso, Anna 1 Fusaro, Michelangelo 1 Giribone, Pier Giuseppe 1 Tissone, Alessio 1
Published in...
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Risk management magazine 1
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ECONIS (ZBW) 1
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Implementation of variance reduction techniques applied to the pricing of investment certificates
Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier … - In: Risk management magazine 18 (2023) 1, pp. 19-42
programming languages (Python, Matlab and R), are: Latin Hypercube, Stratified Sampling, Antithetic Variables, Importance Sampling …
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