Marins J.T.M.

J.T.M. Marins

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Found 1 papers in total
Sampling descriptive appraisal of options in Europe through Monte Carlo simulation: the effect of dimensionality and the likelihood of exercise in the gain of precision
Sampling descriptive appraisal of options in Europe through Monte Carlo simulation: the effect of dimensionality and the likelihood of exercise in the gain of precision
2007
The purpose of this paper is to evaluate the effect of dimensionality and probability...
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