Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation.

Zhenghang Xu Zhijian He Xiaoqun Wang

Published in: J. Comput. Appl. Math. (2024)

Keyphrases

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