Multilevel Monte Carlo methods (Q6828997)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6443651
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multilevel Monte Carlo methods |
scientific article; zbMATH DE number 6443651 |
Statements
Multilevel Monte Carlo methods (English)
0 references
8 June 2015
0 references
survey paper
0 references
numerical examples
0 references
multilevel Monte Carlo method
0 references
convergence
0 references
multilevel correction variance
0 references