The Multilevel Monte Carlo method used on a Lévy driven SDE (Q3580728)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Multilevel Monte Carlo method used on a Lévy driven SDE |
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The Multilevel Monte Carlo method used on a Lévy driven SDE (English)
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13 August 2010
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Lévy processes
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stochastic differential equations
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Monte Carlo
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multilevel Monte Carlo
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complexity theorem
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Euler scheme
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Blumenthal-Getoor index
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