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Martin Altmayer
Publication Activity (10 Years)
Years Active: 2015-2015
Publications (10 Years): 0
Top Topics
Markov Chain
Importance Sampling
Monte Carlo Methods
Top Venues
SIAM J. Financial Math.
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Publications
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Martin Altmayer
,
Andreas Neuenkirch
Multilevel Monte Carlo Quadrature of Discontinuous Payoffs in the Generalized Heston Model Using Malliavin Integration by Parts.
SIAM J. Financial Math.
6 (1) (2015)