Quasi—Monte Carlo (QMC) methods are important numerical tools in the pricing and hedging of complex financial instruments. The effectiveness of QMC methods crucially depends on the discontinuity and ...
This is a preview. Log in through your library . Abstract Let $D: C^n\lbrack 0, 1 \rbrack \rightarrow \mathscr{M}$ be a derivation from the Banach algebra of $n ...
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