Implementable coupling of Lévy process and Brownian motion (Q2239264)
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scientific article; zbMATH DE number 7419531
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Implementable coupling of Lévy process and Brownian motion |
scientific article; zbMATH DE number 7419531 |
Statements
Implementable coupling of Lévy process and Brownian motion (English)
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3 November 2021
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approximation
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distributional model risk
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Lévy processes
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multilevel Monte Carlo
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Wasserstein distance
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0.744373083114624
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0.735163688659668
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0.728416919708252
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0.7207629680633545
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