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A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance

✍ Scribed by Giray Ökten; Bruno Tuffin; Vadim Burago


Book ID
108163771
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
256 KB
Volume
22
Category
Article
ISSN
0885-064X

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