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Multilevel Monte Carlo Approximation of Functions - MaRDI portal

Multilevel Monte Carlo Approximation of Functions (Q4611517)

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scientific article; zbMATH DE number 7003636
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Multilevel Monte Carlo Approximation of Functions
scientific article; zbMATH DE number 7003636

    Statements

    title
    Multilevel Monte Carlo Approximation of Functions (English)
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    author
    Fabio Nobile
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    Sebastian Krumscheid
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    publication date
    21 January 2019
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    zbMATH Keywords
    multilevel Monte Carlo
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    parametric expectation
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    distribution function
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    quantiles
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    conditional value-at-risk
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    characteristic function
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    moments
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    cites work
    Q4433869
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    Q4004325
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    Q3997990
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    Q4904857
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    Asymptotic Statistics
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    Identifiers

    DOI
    10.1137/17M1135566
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    Mathematics Subject Classification ID
    65D15
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    65C05
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    60H35
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    65C20
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    65Y20
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    60E10
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    91G70
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    zbMATH DE Number
    7003636
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    OpenAlex ID
    W2893228383
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    Wikidata QID
    Q129183972
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