Multilevel Nested Simulation for Efficient Risk Estimation (2019)

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/18m1173186

Publication URI: http://dx.doi.org/10.1137/18m1173186

Type: Journal Article/Review

Parent Publication: SIAM/ASA Journal on Uncertainty Quantification

Issue: 2