research article

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

Hoel, Håkon
•
Von Schwerin, Erik
•
Szepessy, Anders
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2014
Monte Carlo Methods and Applications

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Hoel, H., Von Schwerin, E., Szepessy, A., & Tempone, R. (2014). Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Monte Carlo Methods and Applications, 20(1), 1–41. https://doi.org/10.1515/mcma-2013-0014

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