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Integration by Parts for Point Processes and Monte Carlo Estimation - MaRDI portal

Integration by Parts for Point Processes and Monte Carlo Estimation (Q5440650)

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scientific article; zbMATH DE number 5232355
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English
Integration by Parts for Point Processes and Monte Carlo Estimation
scientific article; zbMATH DE number 5232355

    Statements

    title
    Integration by Parts for Point Processes and Monte Carlo Estimation (English)
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    author
    Xiao Wei
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    Nicolas Privault
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    publication date
    5 February 2008
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    zbMATH Keywords
    Malliavin calculus
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    sensitivity analysis
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    Identifiers

    Mathematics Subject Classification ID
    62G07
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    65C05
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    60H30
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    60H07
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    60G55
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    60K15
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    zbMATH DE Number
    5232355
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    OpenAlex ID
    W2073544989
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