Central limit theorem for the antithetic multilevel Monte Carlo method (Q2170368)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Central limit theorem for the antithetic multilevel Monte Carlo method
scientific article

    Statements

    Central limit theorem for the antithetic multilevel Monte Carlo method (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    5 September 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    functional limit theorems
    0 references
    Milstein scheme
    0 references
    multilevel Monte Carlo methods
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references