MLMC techniques for discontinuous functions (2023)

First Author: Giles M

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/10.48550/arxiv.2301.02882

Publication URI: https://arxiv.org/abs/2301.02882

Type: Preprint