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Multi-level Monte Carlo simulations with importance sampling

Przemyslaw Stan Stilger

Publication Data

Title Multi-level Monte Carlo simulations with importance sampling
Author Przemyslaw Stan Stilger
Contributors Ser-Huang Poon, Manchester Business School
Publisher Manchester Business School
Publication date 2013
Publication location Manchester
Language English

Topics

Portfolio management :: Mathematical models
Stochastic models

Catalogue Data

OBNB ID GBB455594
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.64015118

ISBD

P1053 26 leaves
P1042 Includes bibliographical references.

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Multi-level Monte Carlo simulations with importance sampling by Przemyslaw Stan Stilger. Published by Manchester Business School in 2013. Publication and catalogue information, links to buy online and reader comments.