scientific article; zbMATH DE number 6263677

zbMath1299.60060MaRDI QIDQ5399848

Ruidi Chen, Jianqiang Hu, Yijie Peng

Publication date: 28 February 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulationgradient estimationLévy-driven model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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