From Rough Path Estimates to Multilevel Monte Carlo

SIAM Journal on Numerical Analysis 2016 / 01 Vol. 54; Iss. 3

From Rough Path Estimates to Multilevel Monte Carlo

Bayer, Christian, Friz, Peter K., Riedel, Sebastian, Schoenmakers, John
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Volume:
54
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/140995209
Date:
January, 2016
File:
PDF, 846 KB
english, 2016
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