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Quantile Mechanics 3: Series Representations and Approximation of some Quantile Functions appearing in Finance

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Quantile Mechanics II: Changes of Variables in Monte Carlo methods and GPU-Optimized Normal Quantiles

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Quantum Neural Computation for Option Price Modelling

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Quasi-Monte Carlo methods for the Heston model

Economy – Quantitative Finance – Computational Finance
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