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Monte Carlo Methods in Financial Engineering

20033,894 citationsBook

Authors

Paul Glasserman · Cornell University

Topics & Keywords

Stochastic processes and financial applications Modeling, Simulation, and Optimization

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Applications of mathematics

DOI: 10.1007/978-0-387-21617-1

Field-Weighted Citation Impact: 48.88

Monte Carlo Methods in Financial Engineering | Researchclopedia