Multilevel Monte Carlo Path Simulation
type: Item
instance of: scholarly article
title: Multilevel Monte Carlo Path Simulation
zbMATH Open document ID: 1167.65316
author: Mike Giles
published in: Operations Research
publication date: 2009-08-13T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 68Q25
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5595087
MaRDI profile type: Publication
full work available at URL: opre.1070.0496
OpenAlex ID: W2163715525
DOI: 10.1287/OPRE.1070.0496
description: scientific article