Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs (Q2926224): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs |
scientific article |
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Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs (English)
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31 October 2014
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antithetic multilevel Monte Carlo estimators
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Brownian motion
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convergence
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computational complexity
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Lévy areas
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financial European and Asian put and call options
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stochastic differential equations
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