Testing the assumptions behind importance sampling (Q302094)
From MaRDI portal
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)
0 references
4 July 2016
0 references
extreme value theory
0 references
importance sampling
0 references
simulation
0 references
stochastic volatility
0 references
