Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (Q520679): Difference between revisions
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Latest revision as of 11:13, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs |
scientific article |
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Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (English)
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5 April 2017
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Lévy-driven stochastic differential equations
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multilevel Monte Carlo
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weak approximation schemes
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