Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

research article

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

Hoel, Håkon

•

Von Schwerin, Erik

•

Szepessy, Anders

2014

Monte Carlo Methods and Applications

Name

mcma-2013-0014.pdf

Type

Publisher's version

Access type

openaccess

Size

1.68 MB

Format

Adobe PDF

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02066c584a85ef04e023bfc925b65f10