Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (Q520679): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2584440323 / rank | |||
Normal rank | |||
Latest revision as of 11:13, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs |
scientific article |
Statements
Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (English)
0 references
5 April 2017
0 references
Lévy-driven stochastic differential equations
0 references
multilevel Monte Carlo
0 references
weak approximation schemes
0 references
