Control variates for variance reduction in indirect inference: Interest rate models in continuous time (Q6166855)
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: Control variates for variance reduction in indirect inference: Interest rate models in continuous time |
scientific article; zbMATH DE number 7708414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control variates for variance reduction in indirect inference: Interest rate models in continuous time |
scientific article; zbMATH DE number 7708414 |
Statements
Control variates for variance reduction in indirect inference: Interest rate models in continuous time (English)
0 references
7 July 2023
0 references
efficient Monte Carlo
0 references
variance reduction techniques
0 references
control variates
0 references
indirect inference
0 references
Euler discretization
0 references
short-term interest rate
0 references
stochastic differential equation
0 references
