Browsing by Author "Lai, Van Son"
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Stochastic simulation and applications in finance with MATLAB programs
Huynh, Huu Tue; Lai, Van Son; Soumaré, Issouf (John Wiley & Sons, Ltd, 2008)The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified ...