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Use of Parallel Computations for Account of Options by a Monte Carlo Method.

S. S. ArtemievS. A. GusevO. G. Monakhov
Published in: PARA (1996)
Keyphrases
  • monte carlo method
  • markov chain
  • monte carlo
  • bayesian learning
  • posterior distribution
  • genetic algorithm
  • learning machines
  • search algorithm
  • support vector machine
  • least squares
  • maximum likelihood estimation