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Double-loop importance sampling for McKean–Vlasov stochastic differential equation2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raul F. Tempone
9citations -
Multilevel importance sampling for rare events associated with the McKean–Vlasov equation2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raul F. Tempone
1citations
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