Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405): Difference between revisions

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+Affine diffusions and related processes: simulation, theory and applications
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+Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators
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+On the Acceleration of the Multi-Level Monte Carlo Method
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+Efficient Monte Carlo simulation of security prices
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+Multilevel Monte Carlo Path Simulation
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+Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
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+Multilevel Richardson-Romberg extrapolation
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+A new extrapolation method for weak approximation schemes with applications
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+Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity
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