Arved Bartuska
- Double-loop randomized quasi-Monte Carlo estimator for nested integration
2023/02/27 by Arved Bartuska, André Gustavo Carlon, Bartuska, Arved +7 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Statistical Methods and Inference #Stochastic processes and financial applications