Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation (Q2321088): Difference between revisions
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Latest revision as of 04:08, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation |
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Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation (English)
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28 August 2019
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multilevel Monte Carlo
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stochastic differential equations
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numerical analysis
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computational finance
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