Multilevel Nested Simulation for Efficient Risk Estimation (Q5228366): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1802.05016 / rank | |||
Normal rank | |||
Revision as of 00:02, 20 April 2024
scientific article; zbMATH DE number 7091917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Nested Simulation for Efficient Risk Estimation |
scientific article; zbMATH DE number 7091917 |
Statements
Multilevel Nested Simulation for Efficient Risk Estimation (English)
0 references
12 August 2019
0 references
Monte Carlo
0 references
nested simulation
0 references
risk estimation
0 references
multilevel Monte Carlo
0 references
