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Elsevier电子期刊(1)
在“
Elsevier电子期刊
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1.
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
作者:
Chengfeng Weng
a
;
wengcf13@mails.tsinghua.edu.cn"
class
="auth_mail"
title
="E-mail the
corresponding
author
;
Xiaoqun Wang
a
;
xwang@math.tsinghua.edu.cn"
class
="auth_mail"
title
="E-mail the
corresponding
author
;
Zhijian He
;
b
;
hezhijian8
7@
gmail
.com"
class
="auth_mail"
title
="E-mail the
corresponding
author
关键词:
Pricing
;
QMC
;
OT method
;
QR decomposition
;
Auto-realignment method
刊名:European Journal of Operational Research
出版年:2016
1
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2016年(1)
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