Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives (Q496948): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 91G40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6484495
@@ Property / zbMATH DE Number: 6484495 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multilevel Monte Carlo simulation
@@ Property / zbMATH Keywords: multilevel Monte Carlo simulation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large deviations principle
@@ Property / zbMATH Keywords: large deviations principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exchangeability
@@ Property / zbMATH Keywords: exchangeability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+basket credit derivatives
@@ Property / zbMATH Keywords: basket credit derivatives / rank @@
+Normal rank

Revision as of 23:18, 30 June 2023