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Stock Market Example
Stock Market Example of Multiple Monte Carlos --- II
Now we realize that we need to combine the two approaches and integrate over both
and
!
Then naively this is hopeless as it requires
But this is regarding joint Monte Carlo independently, but rather we should think about problem as
where fresh
,
are chosen each point.
Geoffrey Fox,
Northeast Parallel Architectures Center
at Syracuse University, gcf@npac.syr.edu
and 
!
, 
are chosen each point.
Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu