✦ LIBER ✦

Optimal Formulae of the Conditional Monte Carlo

✍ Scribed by Granovsky, B. L.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Deriving formulas for models of producti

✍ Do Tien Lap; A. V. Mukhin 📂 Article 📅 2008 🏛 Allerton Press, Inc. 🌐 English ⚖ 126 KB

The Optimal Error of Monte Carlo Integra

✍ Peter Mathé 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 719 KB

Adaptive optimization of the Monte-Carlo

✍ A. N. Nakonechnyi; V. D. Shpak 📂 Article 📅 1994 🏛 Springer US 🌐 English ⚖ 346 KB 👁 1 views

On the optimization of Monte-Carlo simul

✍ Jaan Kalda 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 553 KB

On the Malliavin approach to Monte Carlo

✍ Bruno Bouchard; Ivar Ekeland; Nizar Touzi 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 308 KB

Numerical approximation of conditional a

✍ Tak K. Mak; Fassil Nebebe 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 154 KB