A continuation multilevel Monte Carlo algorithm
Crossref DOI link: https://doi.org/10.1007/s10543-014-0511-3
Published Online: 2014-09-05
Published Print: 2015-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Collier, Nathan
Haji-Ali, Abdul-Lateef
Nobile, Fabio
von Schwerin, Erik
Tempone, Raúl
Text and Data Mining valid from 2014-09-05