Computationally Efficient Nonparametric Importance Sampling (Q5252148): Difference between revisions
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Latest revision as of 00:35, 20 April 2024
scientific article; zbMATH DE number 6441097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally Efficient Nonparametric Importance Sampling |
scientific article; zbMATH DE number 6441097 |
Statements
Computationally Efficient Nonparametric Importance Sampling (English)
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29 May 2015
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Monte Carlo integration
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multivariate frequency polygon
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option pricing
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queuing system
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rare events
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