Pages that link to "Item:Q2949839"

The following pages link to On the Acceleration of the Multi-Level Monte Carlo Method (Q2949839):

Displayed 8 items.

• Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405) ‎ (← links)
• Central limit theorem for the antithetic multilevel Monte Carlo method (Q2170368) ‎ (← links)
• A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) ‎ (← links)
• Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416) ‎ (← links)
• An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) ‎ (← links)
• A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) ‎ (← links)
• Improved Stabilized Multilevel Monte Carlo Method for Stiff Stochastic Differential Equations (Q5264882) ‎ (← links)
• Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function (Q6091048) ‎ (← links)