A general method for debiasing a Monte Carlo estimator (Q5388196): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1005.2228 / rank | |||
Normal rank | |||
Revision as of 01:47, 20 April 2024
scientific article; zbMATH DE number 6025261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general method for debiasing a Monte Carlo estimator |
scientific article; zbMATH DE number 6025261 |
Statements
A general method for debiasing a Monte Carlo estimator (English)
0 references
18 April 2012
0 references
Monte Carlo simulation
0 references
Markov chain Monte Carlo
0 references
unbiased estimates
0 references
numerical integration
0 references
finance
0 references
stochastic volatility model
0 references
option pricing
0 references
Newton's method
0 references
stochastic integral
0 references
