MLMC for Nested Expectations

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/978-3-319-72456-0_20

Publication URI: http://dx.doi.org/10.1007/978-3-319-72456-0_20

Type: Book Chapter

Book Title: Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan (2018)

Page Reference: 425-442