Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (Q520679)
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scientific article; zbMATH DE number 6701615
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| English | Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs |
scientific article; zbMATH DE number 6701615 |
Statements
Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (English)
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5 April 2017
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Lévy-driven stochastic differential equations
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multilevel Monte Carlo
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weak approximation schemes
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0.8552387952804565
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0.8340579867362976
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0.832330048084259
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0.8188005685806274
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0.8161978721618652
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