Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations (2017)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/00207160.2017.1329533
Publication URI: http://dx.doi.org/10.1080/00207160.2017.1329533
Type: Journal Article/Review
Parent Publication: International Journal of Computer Mathematics
Issue: 9
ISSN: 10290265 00207160