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Markov-switching 模型下之選擇權評價數值方法研究
Markov-switching 模型下之選擇權評價數值方法研究
2008
chenzhaojun
Chao-Chun Chen
Keywords:
Dynamic Monte Carlo method
Kinetic Monte Carlo
Mathematical optimization
Monte Carlo molecular modeling
Hybrid Monte Carlo
Monte Carlo methods for option pricing
Monte Carlo method
Mathematics
Markov chain Monte Carlo
Monte Carlo method in statistical physics
Statistical physics
Computer science
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