A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives (Q6416182)
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: A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives |
scientific article; zbMATH DE number 900551198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives |
scientific article; zbMATH DE number 900551198 |
Statements
4 November 2022
0 references
q-fin.CP
0 references
math.PR
0 references
