×

Found 2 Documents (Results 1–2)

Improved multilevel Monte Carlo convergence using the Milstein scheme. (English) Zbl 1141.65321

Keller, Alexander (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2006. Selected papers based on the presentations at the 7th international conference ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Ulm, Germany, August 14–18, 2006. Berlin: Springer (ISBN 978-3-540-74495-5/hbk). 343-358 (2008).
PDFBibTeX XMLCite

Filter Results by …

Document Type

Year of Publication

all top 3

Main Field