MonteCarlo and Quasi-MonteCarlo methods for the valuations of spread and lookback finantial options.
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Updated
Apr 24, 2023 - MATLAB
MonteCarlo and Quasi-MonteCarlo methods for the valuations of spread and lookback finantial options.
Contains a generic wide beam CT scanner Monte Carlo Source model for FLUKA along with scripts for Preprocessing, Postprocessing and Parallel simulation capability on a HPC
Monte Carlo, Markov Chain Monte Carlo, and Subset Simulation estimators
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