Testing the assumptions behind importance sampling (Q302094): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 62-08 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / zbMATH DE Number: 6600647 / rank | |||
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extreme value theory | |||
| Property / zbMATH Keywords: extreme value theory / rank | |||
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importance sampling | |||
| Property / zbMATH Keywords: importance sampling / rank | |||
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simulation | |||
| Property / zbMATH Keywords: simulation / rank | |||
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stochastic volatility | |||
| Property / zbMATH Keywords: stochastic volatility / rank | |||
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Revision as of 22:08, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the assumptions behind importance sampling |
scientific article |
Statements
Testing the assumptions behind importance sampling (English)
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4 July 2016
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extreme value theory
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importance sampling
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simulation
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stochastic volatility
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