Институт вычислительной математики
и математической геофизики

The International Conference on Computational Mathematics
ICCM-2004

June, 21-25, 2004 Novosibirsk, Academgorodok

Abstracts

Statistic modeling and Monte Carlo methods

Monte Carlo estimation of derivatives of functionals of diffusion process using Malliavin calculus

Gusev S.A.

ICMMG SD RAS (Novosibirsk)

Abstract in Russian

Note. Abstracts are published in author's edition

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