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Hedging direct simulation Monte Carlo bets via event splitting - MaRDI portal

Hedging direct simulation Monte Carlo bets via event splitting (Q2157107)

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Hedging direct simulation Monte Carlo bets via event splitting
scientific article

    Statements

    title
    Hedging direct simulation Monte Carlo bets via event splitting (English)
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    author
    Yanyan Li
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    publication date
    21 July 2022
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    zbMATH Keywords
    rarefied gas dynamics
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    direct simulation Monte Carlo
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    Boltzmann equation
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    ionization
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    Identifiers

    Mathematics Subject Classification ID
    76Mxx
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    82Cxx
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    82Dxx
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    zbMATH DE Number
    7561067
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    OpenAlex ID
    W4282587457
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