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Nested simulation refers to the problem of estimating a functional of a conditional expectation that cannot be evaluated analytically but requires simulation.

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Bootstrap-Based Budget Allocation for Nested Simulation

  • 章节

  • 出版模式：

    开放获取

  • 发表日期：

    2026年

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  • Zheng Zhang,
  • Kun Zhang,
  • Xing Yan,
  • Songshan Yang,
  • Yuqian Zhang

摘要

Nested simulation refers to the problem of estimating a functional of a conditional expectation that cannot be evaluated analytically but requires simulation.