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Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations.
Qiwei Jin
Diwei Dong
Anson H. T. Tse
Gary Chun Tak Chow
David B. Thomas
Wayne Luk
Stephen Weston
Published in:
ARC (2012)
Keyphrases
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monte carlo
monte carlo simulation
markov chain
simulation study
importance sampling
monte carlo methods
monte carlo tree search
markovian decision
objective function
function approximation
optimal strategy
temporal difference learning