Multilevel Monte Carlo methods for applications in finance
type: Item
instance of: scholarly article
title: Multilevel Monte Carlo methods for applications in finance
zbMATH Open document ID: 1277.91193
DOI: 10.1142/9789814436434_0001
author: Mike Giles
author: Lukasz Szpruch
published in: Recent Developments in Computational Finance
publication date: 2013-09-24T00:00:00Z
full work available at URL: https://arxiv.org/abs/1212.1377
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91-02
zbMATH DE Number: 6210928
MaRDI profile type: Publication
OpenAlex ID: W1543358791
arXiv ID: 1212.1377
description: scientific article; zbMATH DE number 6210928