Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908): Difference between revisions
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Revision as of 08:11, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations |
scientific article |
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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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