Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (Q5014496)
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scientific article; zbMATH DE number 7440700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach |
scientific article; zbMATH DE number 7440700 |
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Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (English)
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8 December 2021
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Monte Carlo simulation
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nested simulation
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nested stochastic modeling
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financial reporting
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numerical PDE methods
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