Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations

Methodology And Computing In Applied Probability 2026 Open access

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Authors: Alexandre Boumezoued, Adel Cherchali, Vincent Lemaire, Gilles Pagès, Mathieu Truc
DOI: 10.1007/s11009-026-10308-4
Cited by: 0
References: 33

Fields of Study & Subjects

Risk and Portfolio Optimization Probability and Risk Models Mathematical Approximation and Integration

Publication details

Journal / source
Methodology And Computing In Applied Probability
Publisher
Springer Science and Business Media LLC
Volume
28
Issue
3
Publication date
30 July 2026
Language
EN