7DF91BF7-549D-4E7C-A2C9-1A65A284102EDevelopment of Multilevel Monte Carlo Algorithms for Mathematical FinanceFellowshipEP/E031455/1798CB33D-C79E-4578-83F2-72606407192CEPSRCINCOME_ACTUAL74574DF65754F-488A-4C22-BA68-FCC37D2781CFAnalysing multi-level Monte Carlo for options with non-globally Lipschitz payoffFinance and Stochasticsf143b39ff8d42d46cb999a1b146fdd63Giles M2009-01-01http://dx.doi.org/10.1007/s00780-009-0092-1http://dx.doi.org/10.1007/s00780-009-0092-13Journal Article/Reviewdoi_53cfd7fd7c567901