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"Multilevel Monte Carlo for exponential Lévy models."

Michael B. Giles, Yuan Xia (2017)

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DOI: 10.1007/S00780-017-0341-7

access: open

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/GilesX17
Michael B. Giles, Yuan Xia:
Multilevel Monte Carlo for exponential Lévy models. Finance Stochastics 21(4): 995-1026 (2017)

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