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scientific article; zbMATH DE number 6796435 - MaRDI portal

scientific article; zbMATH DE number 6796435

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Publication:5371819

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DOI10.15960/J.CNKI.ISSN.1007-6093.2017.01.009zbMATH Open1389.91129MaRDI QIDQ5371819

Publication date: 20 October 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

jump processes variance reduction techniques conditional Monte Carlo path-dependent CM strategy

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60)

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