A continuation multilevel Monte Carlo algorithm

Nathan Collier, Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin, Raúl Tempone

Research output: Contribution to journalArticle

49 Citations (Scopus)
Original languageEnglish
Pages (from-to)399-432
JournalBIT Numerical Mathematics
Volume55
Issue number2
DOIs
Publication statusPublished - 1 Jun 2015

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