Fast Risk Estimation through Fourier Transform Based Multilevel Monte Carlo Simulation

被引：0
|
作者：
Wan, Jia-Chen [1 ]
机构：
[1] School of Mathematics, South China University of Technology, Guangzhou,510640, China
来源：
IAENG International Journal of Applied Mathematics | 2024年 / 54卷 / 04期
关键词：
Compendex;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Fourier transforms - Intelligent systems - Numerical methods - Risk perception
引用
收藏
页码：730 / 741
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