Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908): Difference between revisions

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Property / DOI: 10.1515/mcma-2020-2062 / rank
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Latest revision as of 03:22, 10 December 2024

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Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations
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    Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (English)
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    8 July 2020
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    multilevel Monte Carlo
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    nested expectation
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    upper-lower bounds
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    initial margin
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