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"Brownian Path Generation and Polynomial Chaos."

Jamie Fox, Giray Ökten (2021)

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DOI: 10.1137/20M1343154

access: closed

type: Journal Article

metadata version: 2021-07-19

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Jamie Fox, Giray Ökten:
Brownian Path Generation and Polynomial Chaos. SIAM J. Financial Math. 12(2): 724-743 (2021)

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