From Rough Path Estimates to Multilevel Monte Carlo

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Publication:2807285

DOI10.1137/140995209zbMath1343.60097arXiv1305.5779OpenAlexW3098677150MaRDI QIDQ2807285

Sebastian Riedel, Peter K. Friz, Christian Bayer, John G. M. Schoenmakers

Publication date: 20 May 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.5779




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