A New Optimized Stochastic Approach for Multiple Integrals in Option Pricing

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Bibliographic Details
Main Authors: Venelin Todorov, Ivan Dimov, Stefka Fidanova, Stoyan Poryazov
Format: Article
Language:English
Published: Polish Information Processing Society 2020-09-01
Series:Annals of computer science and information systems
Online Access:https://annals-csis.org/Volume_23/drp/pdf/109.pdf
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