Weak error for nested multilevel Monte Carlo (Q2218848)

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Weak error for nested multilevel Monte Carlo
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    title
    Weak error for nested multilevel Monte Carlo (English)
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    author
    Daphné Giorgi
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    Vincent Lemaire
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    Gilles Pagès
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    publication date
    18 January 2021
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    zbMATH DE Number
    7297559
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    zbMATH Keywords
    multilevel Monte Carlo method
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    nested Monte Carlo method
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    weak error estimate
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