Work

Unconstrained Recursive Importance Sampling

Year: 2010

Type: preprint

Authors: Vincent Lemaire, Gilles Pagès

Institution: Laboratoire de Probabilités et Modèles Aléatoires

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3099848468

Cites: 26

Cited by: 50

Related to: 10