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  A continuation multilevel Monte Carlo algorithm
 
 
Title: A continuation multilevel Monte Carlo algorithm
Author: Collier, Nathan
Haji-Ali, Abdul-Lateef
Nobile, Fabio
Schwerin, Erik von
Tempone, Raúl
Appeared in: BIT
Paging: Volume 55 (2014) nr. 2 pages 399-432
Year: 2014
Contents:
Publisher: Springer Netherlands, Dordrecht
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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