An introduction to multilevel Monte Carlo for option valuation (2015)

First Author: Higham D

Attributed to: Data Analytics for Future Cities funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/00207160.2015.1077236

Publication URI: http://dx.doi.org/10.1080/00207160.2015.1077236

Type: Journal Article/Review

Parent Publication: International Journal of Computer Mathematics

Issue: 12