搜索结果: 1-1 共查到“经济学 Computing Functionals of Multidimensional Diffusions”相关记录1条 . 查询时间(0.102 秒)
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods
Computing Functionals of Multidimensional Diffusions Monte Carlo Methods Numerical Analysis Computational Finance
font style='font-size:12px;'>
2012/4/28
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processe...