Ferreiro-Castilla, A.
Kyprianou, A.E.
Scheichl, R.
Suryanarayana, G.
This article is maintained by: Elsevier
Article Title: Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation
Journal Title: Stochastic Processes and their Applications
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.spa.2013.09.015
Content Type: article
Copyright: Copyright © 2013 Elsevier B.V. All rights reserved.