"Importance sampling for McKean-Vlasov SDEs."

Gonçalo Dos Reis, Greig Smith, Peter Tankov (2023)

> Home

Details and statistics

DOI: 10.1016/J.AMC.2023.128078

access: open

type: Journal Article

metadata version: 2025-03-03

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/amc/ReisST23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/ReisST23
Gonçalo Dos Reis, Greig Smith, Peter Tankov:
Importance sampling for McKean-Vlasov SDEs. Appl. Math. Comput. 453: 128078 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.