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"Probabilistic numerical methods for high-dimensional stochastic control ..."
Nicolas Langrené (2014)
- Nicolas Langrené:
Probabilistic numerical methods for high-dimensional stochastic control and valuation problems on electricity markets. (Méthodes numériques probabilistes en grande dimension pour le contrôle stochastique et problèmes de valorisation sur les marchés d'électricité). Paris Diderot University, France, 2014
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