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Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation.
Zhenghang Xu
Zhijian He
Xiaoqun Wang
Published in:
J. Comput. Appl. Math. (2024)
Keyphrases
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monte carlo simulation
monte carlo
markov chain
var model
database
additive model
hierarchical structure
data sets
maximum likelihood
lightweight
computationally efficient
computationally expensive
standard deviation