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"Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation."

Abdul-Lateef Haji-Ali, Raúl Tempone (2018)

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DOI: 10.1007/S11222-017-9771-5

access: open

type: Journal Article

metadata version: 2020-03-25

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  - https://dblp.org/rec/journals/sac/Haji-AliT18
Abdul-Lateef Haji-Ali, Raúl Tempone:
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation. Stat. Comput. 28(4): 923-935 (2018)

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