Multilevel nested simulation for efficient risk estimation (Q5228366)
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scientific article; zbMATH DE number 7091917
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multilevel nested simulation for efficient risk estimation |
scientific article; zbMATH DE number 7091917 |
Statements
Multilevel Nested Simulation for Efficient Risk Estimation (English)
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12 August 2019
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Monte Carlo
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nested simulation
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risk estimation
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multilevel Monte Carlo
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0.8229902982711792
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0.8178756833076477
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0.8095607161521912
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0.8063660264015198
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0.7945337891578674
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