Multilevel Monte Carlo Path Simulation (2008)

First Author: Giles M
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/10.1287/opre.1070.0496

Publication URI: http://dx.doi.org/10.1287/opre.1070.0496

Type: Journal Article/Review

Parent Publication: Operations Research

Issue: 3