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Parallel Approach to Monte Carlo Simulation for Option Price Sensitivities Using the Adjoint and Interval Analysis.
Grzegorz Kozikowski
Bartlomiej Jacek Kubica
Published in:
PPAM (2) (2013)
Keyphrases
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monte carlo simulation
interval analysis
monte carlo
markov chain
autocalibration
constrained optimization
constraint propagation
fuzzy set theory
computer vision
expert systems
computational intelligence
single image
constraint sets