From Rough Path Estimates to Multilevel Monte Carlo
- 期刊名称SIAM Journal on Numerical Analysis
- 作者Bayer, Christian; Friz, Peter K.; Riedel, Sebastian; Schoenmakers, John
- 卷第54卷
- 期第3期
- 印刷ISSN0036-1429
- 电子ISSN1095-7170
- 文件大小846.29KB
- 发表时间2016-01
- DOI10.1137/140995209
- 页码1449-1483
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