Télécharger le livre :  Nested Simulations: Theory and Application
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Maximilian Klein analyses nested Monte Carlo simulations for the approximation of conditional expected values. Thereby, the book deals with two general risk functional classes for conditional expected values, on the one hand the class of moment-based estimators (notable...

Editeur : Springer Spektrum
Parution : 2024-03-26
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics
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