Unbiased multi-index Monte Carlo (Q4639168)

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scientific article; zbMATH DE number 6865973
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English
Unbiased multi-index Monte Carlo
scientific article; zbMATH DE number 6865973

    Statements

    title
    Unbiased multi-index Monte Carlo (English)
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    author
    Dan Crisan
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    Pierre Del Moral
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    Jeremie Houssineau
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    Ajay Jasra
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    publication date
    3 May 2018
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    zbMATH Keywords
    Monte Carlo
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    multi-index discretization
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    unbiasedness
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    smoothing
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    Identifiers

    Mathematics Subject Classification ID
    65C05
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    35R60
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    62G05
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    zbMATH DE Number
    6865973
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