Numerical stochastic integration system

Data processing: artificial intelligence – Miscellaneous

Reexamination Certificate

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C707S793000, C707S793000

Reexamination Certificate

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06879974

ABSTRACT:
A method and system are provided for constructing a discrete model using a multinomial tree structure with which a required memory capacity can be reduced and a realistic calculation time can be achieved, while ensuring a required calculation accuracy. For calculation of stochast

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