On the Multilevel Monte Carlo Estimation of Unbiased Expectation Via Sequence Extrapolation
2020 ◽
Vol 8
(3)
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pp. 1236-1259
Keyword(s):
2019 ◽
Vol 38
(4)
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pp. 581-600
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Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
2014 ◽
Vol 24
(4)
◽
pp. 1585-1620
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Keyword(s):
2015 ◽
Vol 25
(1)
◽
pp. 211-234
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Keyword(s):
Keyword(s):
2012 ◽
Vol 89
(18)
◽
pp. 2479-2498
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