Multilevel Monte Carlo methods (2015)
Attributed to:
Development of Multilevel Monte Carlo Algorithms for Mathematical Finance
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/s096249291500001x
Publication URI: http://dx.doi.org/10.1017/s096249291500001x
Type: Journal Article/Review
Parent Publication: Acta Numerica