Sökning: "Krister Janzon"
Hittade 1 uppsats innehållade orden Krister Janzon.
1. Monte Carlo Path Simulation and the Multilevel Monte Carlo Method
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysikSammanfattning : A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). LÄS MER
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