A multi-level dimension reduction Monte-Carlo method for jump–diffusion models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2017
ISSN: 0377-0427
DOI: 10.1016/j.cam.2017.04.014