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"Multilevel Nested Simulation for Efficient Risk Estimation."

Michael B. Giles, Abdul-Lateef Haji-Ali (2019)

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DOI: 10.1137/18M1173186

access: closed

type: Journal Article

metadata version: 2019-08-08

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  - https://dblp.org/rec/journals/juq/GilesH19
Michael B. Giles, Abdul-Lateef Haji-Ali:
Multilevel Nested Simulation for Efficient Risk Estimation. SIAM/ASA J. Uncertain. Quantification 7(2): 497-525 (2019)

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