Alexandre Zhou

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Efficiently Computable

Monte Carlo Methods

Simulated Annealing

Tight Upper And Lower Bounds

Top Venues

Monte Carlo Methods Appl.

Publications

Florian Bourgey, Stefano De Marco, Emmanuel Gobet, Alexandre Zhou
Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations. Monte Carlo Methods Appl. 26 (2) (2020)