Path Integrals and Smart Monte Carlo – I
<p id="p2">We present “Smart Monte Carlo” or SMC, improving the efficiency of Monte Carlo (MC) simulations. SMC has two “stages”. The first stage, run adaptively for each deal, produces equivalent results to standard MC simulation using fewer calls to the time-consuming prici...
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| Main Authors: | , |
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| Format: | Book Chapter |
| Language: | English |
| Published: |
IntechOpen
2024
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| Subjects: | |
| Online Access: | https://www.intechopen.com/chapters/1151635 |
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