Multilevel nested simulation for efficient risk estimation

Michael B. Giles, Abdul-Lateef Haji-Ali

Research output: Contribution to journal › Article › peer-review

26 Citations (Scopus)

292 Downloads (Pure)

1 results
- Last Name(descending)

Abdul-Lateef Haji-Ali
- A.HajiAlihw.acuk
- School of Mathematical & Computer Sciences - Associate Professor
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Associate Professor
Person: Academic (Research & Teaching)