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Weak error for nested multilevel Monte Carlo - MaRDI portal

Weak error for nested multilevel Monte Carlo (Q2218848)

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Weak error for nested multilevel Monte Carlo
scientific article

    Statements

    title
    Weak error for nested multilevel Monte Carlo (English)
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    author
    Daphné Giorgi
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    Vincent Lemaire
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    Gilles Pagès
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    publication date
    18 January 2021
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    zbMATH Keywords
    multilevel Monte Carlo method
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    nested Monte Carlo method
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    weak error estimate
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    Identifiers

    zbMATH DE Number
    7297559
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    OpenAlex ID
    W4298082477
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    arXiv ID
    1806.07627
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