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Analysing multi-level Monte Carlo for options with

✍ Scribed by Michael B. Giles; Desmond J. Higham; Xuerong Mao

Book ID: 106235753
Publisher: Springer-Verlag
Year: 2009
Tongue: English
Weight: 297 KB
Volume: 13
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-009-0092-1

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