Multilevel Nested Simulation for Efficient Risk Estimation (Q5228366)
From MaRDI portal
scientific article; zbMATH DE number 7091917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Nested Simulation for Efficient Risk Estimation |
scientific article; zbMATH DE number 7091917 |
Statements
Multilevel Nested Simulation for Efficient Risk Estimation (English)
0 references
12 August 2019
0 references
Monte Carlo
0 references
nested simulation
0 references
risk estimation
0 references
multilevel Monte Carlo
0 references
0 references
0 references
0 references
