Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (2014)
Attributed to:
Multilevel Monte Carlo Methods for Elliptic Problems with Applications to Radioactive Waste Disposal
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1214/13-aap957
Publication URI: http://dx.doi.org/10.1214/13-aap957
Type: Journal Article/Review
Parent Publication: The Annals of Applied Probability
Issue: 4