Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (2014)

First Author: Giles M

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