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Andrei S. Cozma
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Monte Carlo
Short Term
Stochastic Model
Complex Systems
Top Venues
MCQMC
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Publications
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Andrei S. Cozma
,
Christoph Reisinger
Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility Models.
MCQMC
(2020)