Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation
Crossref DOI link: https://doi.org/10.1007/s11009-017-9579-y
Published Online: 2017-07-21
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kebaier, Ahmed
Lelong, Jérôme http://orcid.org/0000-0002-3377-3726
License valid from 2017-07-21