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A variance reduction technique based on integral representations
Authors:
David Heath a;
Eckhard Platen a
| Affiliation: | a School of Finance & Economics and Department of Mathematical Sciences, University of Technology Sydney, Broadway, NSW, Australia |
DOI:
10.1088/1469-7688/2/5/305
Publication Frequency:
8 issues per year
Formats available:
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(English)
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