Jonathan Spence

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Efficient risk estimation for the credit valuation adjustment
Finance and Stochastics
2026-09-25Paper
Adaptive multilevel Monte Carlo for probabilities
SIAM Journal on Numerical Analysis
2022-08-17Paper


Research outcomes over time


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