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"From Rough Path Estimates to Multilevel Monte Carlo."

Christian Bayer et al. (2016)

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DOI: 10.1137/140995209

access: closed

type: Journal Article

metadata version: 2022-05-23

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Christian Bayer, Peter K. Friz, Sebastian Riedel, John Schoenmakers:
From Rough Path Estimates to Multilevel Monte Carlo. SIAM J. Numer. Anal. 54(3): 1449-1483 (2016)

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