On the Acceleration of the Multi-Level Monte Carlo Method (Q2949839)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Acceleration of the Multi-Level Monte Carlo Method |
scientific article |
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On the Acceleration of the Multi-Level Monte Carlo Method (English)
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2 October 2015
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multi-level Monte Carlo method
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weak approximation
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variance reduction
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stochastic differential equation
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algorithm
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Brownian motion
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