搜索结果: 1-1 共查到“管理工程 Prices”相关记录1条 . 查询时间(0.093 秒)
Efficient Monte Carlo Simulation of Security Prices
Efficient Monte Carlo Simulation Security Prices
2015/7/8
This paper provides an asymptotically efficient algorithm for the allocation of computing resources to the problem of Monte Carlo integration of continuous-time security prices. The tradeoff between i...