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An Introduction to Multilevel Monte Carlo for Option Valuation (2015)

First Author: Higham D

Attributed to: Data Analytics for Future Cities funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1505.00965

Publication URI: https://arxiv.org/abs/1505.00965

Type: Preprint