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Vegas revisited: Adaptive Monte Carlo integration beyond factorization

1999/07/01 by T. Ohl, Thorsten Ohl · 4 citations
Mathematics · Computer Science · Economics, Econometrics and Finance · #Mathematical Approximation and Integration #Numerical Methods and Algorithms #Stochastic processes and financial applications

paper · doi:10.1016/s0010-4655(99)00209-x

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