Multilevel Monte Carlo Path Simulation
| Year of publication: |
2008
|
|---|---|
| Authors: | Giles, Michael B. |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 56.2008, 3, p. 607-617
|