Computationally Efficient Nonparametric Importance Sampling (Q5252148)
From MaRDI portal
scientific article; zbMATH DE number 6441097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally Efficient Nonparametric Importance Sampling |
scientific article; zbMATH DE number 6441097 |
Statements
Computationally Efficient Nonparametric Importance Sampling (English)
0 references
29 May 2015
0 references
Monte Carlo integration
0 references
multivariate frequency polygon
0 references
option pricing
0 references
queuing system
0 references
rare events
0 references
