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Lecture 2022-1 (09): Numerical Methods: Monte-Carlo Method 4: Monte-Carlo Integration 2
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Lecture 2022-1: Session 09: Numerical Methods for Mathematical Finance: Monte-Carlo Method 4: Monte-Carlo Integration 2:
Monte-Carlo Integral and Code Session
- Monte-Carlo Integral (in d Dimensions)
-
Code Sessions:
- Integrator in 1D
- Excursion: Working with Streams
- Integrator Interface
- Simpson’s Rule Integrator 1D
-
Monte-Carlo Integrator 1D
Monte-Carlo Integral and Code Session
- Monte-Carlo Integral (in d Dimensions)
-
Code Sessions:
- Integrator in 1D
- Excursion: Working with Streams
- Integrator Interface
- Simpson’s Rule Integrator 1D
-
Monte-Carlo Integrator 1D