Adaptive Multilevel Monte Carlo Simulation

DOI10.1007/978-3-642-21943-6_10zbMath1245.65002OpenAlexW105300439MaRDI QIDQ2897265

Anders Szepessy, Raúl Tempone, Håkon Hoel, Erik von Schwerin

Publication date: 10 July 2012

Published in: Numerical Analysis of Multiscale Computations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-21943-6_10

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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