Analysis of nested multilevel Monte Carlo using approximate normal random variables (Q5862903)
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scientific article; zbMATH DE number 7487270
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| English | Analysis of nested multilevel Monte Carlo using approximate normal random variables |
scientific article; zbMATH DE number 7487270 |
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Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables (English)
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10 March 2022
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multilevel Monte Carlo
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random variables
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approximations
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SDEs
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stochastic simulation
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high performance computing
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0.7835918068885803
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0.7752178907394409
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0.7747793197631836
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