"Multilevel Monte Carlo methods and lower-upper bounds in initial margin ..."

Florian Bourgey et al. (2020)

> Home

Details and statistics

DOI: 10.1515/MCMA-2020-2062

access: closed

type: Journal Article

metadata version: 2023-06-26

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcma/BourgeyMGZ20
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcma/BourgeyMGZ20
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): 131-161 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.