"A multi-level dimension reduction Monte-Carlo method for jump-diffusion ..."

Duy-Minh Dang (2017)

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DOI: 10.1016/J.CAM.2017.04.014

access: closed

type: Journal Article

metadata version: 2020-02-20

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Duy-Minh Dang:
A multi-level dimension reduction Monte-Carlo method for jump-diffusion models. J. Comput. Appl. Math. 324: 49-71 (2017)

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