Implementable coupling of Lévy process and Brownian motion (Q2239264)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Implementable coupling of Lévy process and Brownian motion |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Implementable coupling of Lévy process and Brownian motion |
scientific article |
Statements
Implementable coupling of Lévy process and Brownian motion (English)
0 references
3 November 2021
0 references
approximation
0 references
distributional model risk
0 references
Lévy processes
0 references
multilevel Monte Carlo
0 references
Wasserstein distance
0 references
0 references
0 references
0 references
0 references
0 references
0.744373083114624
0 references
0.735163688659668
0 references
0.728416919708252
0 references
0.7207629680633545
0 references
