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CMI
Salle R
65 GLA (Browse shelf) Available 02272-01

This book is a valuable addition to the references devoted to Monte Carlo methods. It is an outgrowth of lecture notes the author has used over several years at different universities and is intended to serve graduate students in financial engineering, researchers interested in the application of Monte Carlo methods in finance, and practitioners implementing models in industry

Bibliogr. p. [569]-586. Index

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