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EQF13/26: Monte Carlo Simulation Peter J¨ackel∗ and Eckhard Platen† Abstract In this introduction to the chapter on Monte Carlo simulation, we give a brief review of the history of the method, its wide application i
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Document Date: 2009-04-05 12:02:45
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EQF13/26: Monte Carlo Simulation Peter J¨ackel∗ and Eckhard Platen† Abstract In this introduction to the chapter on Monte Carlo simulation, we give a brief review of the history of the method, its wide application i