Essays about: "Krister Janzon"
Found 1 essay containing the words Krister Janzon.
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1. Monte Carlo Path Simulation and the Multilevel Monte Carlo Method
University essay from Umeå universitet/Institutionen för fysikAbstract : 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). READ MORE
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