Multilevel estimation of expected exit times and other functionals of stopped diffusions (Q4611523)
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scientific article; zbMATH DE number 7003642
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| English | Multilevel estimation of expected exit times and other functionals of stopped diffusions |
scientific article; zbMATH DE number 7003642 |
Statements
Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (English)
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21 January 2019
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multilevel
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Monte Carlo
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stochastic
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numerical analysis
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stopped diffusions
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0.8541976809501648
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0.7734497785568237
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0.7530711889266968
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0.7508282661437988
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0.7499560713768005
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