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Numerical probability: an introduction with applications to finance
This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent development...
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| Lenguaje: | eng |
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Springer
2018
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-90276-0 http://cds.cern.ch/record/2633930 |