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"Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea."

Fred J. Hickernell et al. (2009)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2024-02-08

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  - electronic edition @ dagstuhl.de (open access)
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  dblp key:
  - conf/dagstuhl/HickernellMNR09
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  persistent URL:
  - https://dblp.org/rec/conf/dagstuhl/HickernellMNR09
Fred J. Hickernell, Thomas Müller-Gronbach, Ben Niu, Klaus Ritter:
Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea. Algorithms and Complexity for Continuous Problems 2009

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