Multi-index importance sampling for McKean–Vlasov stochastic differential equations

Journal of Computational and Applied Mathematics 2026 Open access

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Authors: Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raul F. Tempone

DOI: 10.1016/j.cam.2026.117988

Cited by: 0

References: 48

Fields of Study & Subjects

Probability and Risk Models Insurance Mortality Demography Risk Management Stochastic processes and financial applications

References 48