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

Abdul-Lateef Haji-Ali, Raúl Tempone

Research output: Contribution to journalArticlepeer-review

15 Citations (Scopus)
44 Downloads (Pure)
Original languageEnglish
Pages (from-to)923-935
JournalStatistics and Computing
Volume28
Issue number4
Early online date12 Sept 2017
DOIs
Publication statusPublished - 1 Jul 2018

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