Unbiased Estimation with Square Root Convergence for SDE Models (Q2795863): Difference between revisions

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+Peter W. Glynn
@@ Property / author: Peter W. Glynn / rank @@
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+MaRDI publication profile
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+W1925297253
@@ Property / OpenAlex ID: W1925297253 / rank @@
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@@ Property / cites work @@
+Central limit theorem for the multilevel Monte Carlo Euler method
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+Exact simulation of diffusions
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+Q4269108
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+Multilevel Monte Carlo Path Simulation
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