Monte Carlo simulation of asymmetric flow field flow fractionation
SDEs are used in the description of a variety of industrial processes. While numerous studies on Monte Carlo and multilevel Monte Carlo methods for SDEs used in financial engineering (option pricing, calculation of Greeks etc.) are available in the literature, technical applications are not so broad...
| Principais autores: | , , |
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| Formato: | Book section |
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De Gruyter
2012
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