Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations

First Author: Giles M

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/978-3-319-33507-0_14

Publication URI: http://dx.doi.org/10.1007/978-3-319-33507-0_14

Type: Book Chapter

Book Title: Monte Carlo and Quasi-Monte Carlo Methods (2016)

Page Reference: 303-314

ISBN: 978-3-319-33505-6