Abstract
Among other programming techniques for equity markets, Monte Carlo simulation has a special place due to its wide applicability and relatively easy implementation compared to exact, non-stochasatic methods. These algorithms can be used in many applications such as price forecasting and the validation of certain buying strategies, for example.
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© 2015 Carlos Oliveira
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Oliveira, C. (2015). Monte Carlo Methods. In: Practical C++ Financial Programming. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4302-6716-4_14
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DOI: https://doi.org/10.1007/978-1-4302-6716-4_14
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4302-6715-7
Online ISBN: 978-1-4302-6716-4
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