Unbiased estimation with square root convergence for SDE models
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Cited in
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- Complexity analysis of quasi continuous level Monte Carlo
- Modeling of measurement error in financial returns data
- Unbiased parameter estimation for Bayesian inverse problems
- Debiasing piecewise deterministic Markov process samplers using couplings
- Probabilistic Richardson extrapolation
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- Quasi continuous level Monte Carlo for random elliptic PDEs
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- Unbiased simulation of Asian options
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- Unbiased kinetic Langevin Monte Carlo with inexact gradients
- Efficient risk estimation for the credit valuation adjustment
- Goal-oriented adaptive finite element multilevel quasi-Monte Carlo
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