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| 2009 | ||
|---|---|---|
| 2 | Michael B. Giles: Multilevel Monte Carlo for Basket Options. Winter Simulation Conference 2009: 1283-1290 | |
| 2008 | ||
| 1 | Michael B. Giles: Multilevel Monte Carlo Path Simulation. Operations Research 56(3): 607-617 (2008) | |
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