Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation
Crossref DOI link: https://doi.org/10.1007/s11222-017-9771-5
Published Online: 2017-09-12
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Haji-Ali, Abdul-Lateef http://orcid.org/0000-0002-6243-0335
Tempone, Raúl
Funding for this research was provided by:
King Abdullah University of Science and Technology (2281)
License valid from 2017-09-12