Central limit theorem for the antithetic multilevel Monte Carlo method (Q2170368)
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scientific article
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| English | Central limit theorem for the antithetic multilevel Monte Carlo method |
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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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0.8286634683609009
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0.8155412673950195
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0.8145539164543152
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0.811327338218689
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