Testing the assumptions behind importance sampling (Q302094)
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scientific article; zbMATH DE number 6600647
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing the assumptions behind importance sampling |
scientific article; zbMATH DE number 6600647 |
Statements
Testing the assumptions behind importance sampling (English)
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4 July 2016
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extreme value theory
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importance sampling
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simulation
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stochastic volatility
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0.9016349
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0.8982955
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0.8849994
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0.8848381
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0.8845354
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0.88438416
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0.87957597
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0.8774113
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0.87592757
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