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Monte Carlo methods in finance. Discretization of stochastic differential equations. The Euler scheme and a First Refinement. The Euler approximation. The Euler approximation. The Euler approximation. A First Refinement. A First Refinement. A First Refinement. A First Refinement.

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monte carlo methods in finance

Monte Carlo methods in finance

Discretization of stochastic differential equations

Melanie Bevier TU Kaiserslautern