Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (Q4611523): Difference between revisions

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Latest revision as of 09:37, 30 July 2024

scientific article; zbMATH DE number 7003642
Language Label Description Also known as
English
Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions
scientific article; zbMATH DE number 7003642

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    Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (English)
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    21 January 2019
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    multilevel
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    Monte Carlo
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    stochastic
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    numerical analysis
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    stopped diffusions
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