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Its the Discrepancy
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For users of Monte
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We don't compute integrals?
Contents
Index
Cajun Wisdom
Subsections
Its the Discrepancy
Part of Integration Theory
Its all integration
CTE for segregated fund guarantees is a good application
Discrepancy measures an integration method
QRMC-LDS provides value even for small sets of points
Variation on puts
Set up with Bounded Variation
Its the Theorems
Experience is good in many cases
Owner 2005-08-14