A continuation multilevel Monte Carlo algorithm

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

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@article{8016db6d9da34eadb07b79ac224e7729,

title = "A continuation multilevel Monte Carlo algorithm",

author = "Nathan Collier and Abdul-Lateef Haji-Ali and Fabio Nobile and {von Schwerin}, Erik and Ra{\'u}l Tempone",

year = "2015",

month = jun,

day = "1",

doi = "10.1007/s10543-014-0511-3",

language = "English",

volume = "55",

pages = "399--432",

journal = "BIT Numerical Mathematics",

issn = "0006-3835",

publisher = "Springer",

number = "2",

}

TY - JOUR

T1 - A continuation multilevel Monte Carlo algorithm

AU - Collier, Nathan

AU - Haji-Ali, Abdul-Lateef

AU - Nobile, Fabio

AU - von Schwerin, Erik

AU - Tempone, Raúl

PY - 2015/6/1

Y1 - 2015/6/1

U2 - 10.1007/s10543-014-0511-3

DO - 10.1007/s10543-014-0511-3

M3 - Article

SN - 0006-3835

VL - 55

SP - 399

EP - 432

JO - BIT Numerical Mathematics

JF - BIT Numerical Mathematics

IS - 2

ER -