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Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach - MaRDI portal

Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (Q5014496)

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scientific article; zbMATH DE number 7440700
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English
Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach
scientific article; zbMATH DE number 7440700

    Statements

    title
    Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (English)
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    author
    Peng Li
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    Runhuan Feng
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    publication date
    8 December 2021
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    Mathematics Subject Classification ID
    91G60
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    65C05
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    65M75
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    91G05
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    91B70
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    zbMATH DE Number
    7440700
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    zbMATH Keywords
    Monte Carlo simulation
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    nested simulation
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    nested stochastic modeling
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    financial reporting
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    numerical PDE methods
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    OpenAlex ID
    W3130785163
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    cites work
    Q3241581
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    Q4453509
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    Q5480304
    0 references
    Q3523239
    0 references
     
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