Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (2018)

First Author: Katsiolides G
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/10.1016/j.jcp.2017.10.035

Publication URI: http://dx.doi.org/10.1016/j.jcp.2017.10.035

Type: Journal Article/Review

Parent Publication: Journal of Computational Physics