Central limit theorem for the antithetic multilevel Monte Carlo method (Q2170368)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for the antithetic multilevel Monte Carlo method |
scientific article |
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Central limit theorem for the antithetic multilevel Monte Carlo method (English)
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5 September 2022
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functional limit theorems
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Milstein scheme
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multilevel Monte Carlo methods
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