Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 11:46, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations |
scientific article |
Statements
Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (English)
0 references
8 July 2020
0 references
multilevel Monte Carlo
0 references
nested expectation
0 references
upper-lower bounds
0 references
initial margin
0 references