Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities (Q6498605)
From MaRDI portal
scientific article; zbMATH DE number 7843971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities |
scientific article; zbMATH DE number 7843971 |
Statements
Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities (English)
0 references
7 May 2024
0 references
multilevel Monte Carlo
0 references
numerical smoothing
0 references
probability/density estimation
0 references
option pricing
0 references
robustness
0 references
complexity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
