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  • Quasi-Monte Carlo Methods in Numerical Finance
    Quasi-Monte Carlo Methods in Numerical Finance This paper introduces and illustrates a new version of the Monte Carlo method that has attractive properties for the numerical valuation of ...

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    • Authors: Phelim Boyle, Ken Seng Tan, Corwin Joy
    • Date: Jan 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Simulation