基于维度分解广义多项式混沌-Kriging的多保真条件风险价值估计
Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging
Reliability Engineering and System Safety · 2023
被引 10
ABS 3
- Dongjin Lee 通讯
- Boris Krämer 通讯
金融风险管理蒙特卡洛方法不确定性量化代理模型