Multi-index Monte Carlo: when sparsity meets sampling

Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone

Research output: Contribution to journal › Article › peer-review

89 Citations (Scopus)

1 results
- Last Name(descending)

Abdul-Lateef Haji-Ali
- A.HajiAlihw.acuk
- School of Mathematical & Computer Sciences - Associate Professor
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Associate Professor
Person: Academic (Research & Teaching)