Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (Q520679)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs |
scientific article; zbMATH DE number 6701615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs |
scientific article; zbMATH DE number 6701615 |
Statements
Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (English)
0 references
5 April 2017
0 references
Lévy-driven stochastic differential equations
0 references
multilevel Monte Carlo
0 references
weak approximation schemes
0 references
