Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (Q4611523)
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scientific article; zbMATH DE number 7003642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions |
scientific article; zbMATH DE number 7003642 |
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Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (English)
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21 January 2019
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multilevel
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Monte Carlo
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stochastic
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numerical analysis
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stopped diffusions
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