Multilevel Monte Carlo approximation of functions (Q4611517)
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scientific article; zbMATH DE number 7003636
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multilevel Monte Carlo approximation of functions |
scientific article; zbMATH DE number 7003636 |
Statements
Multilevel Monte Carlo Approximation of Functions (English)
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21 January 2019
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multilevel Monte Carlo
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parametric expectation
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distribution function
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quantiles
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conditional value-at-risk
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characteristic function
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moments
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0.7778030037879944
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0.7746107578277588
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0.7742611765861511
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0.7717115879058838
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