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"Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations."

Michael B. Giles, Christopher Lester, James Whittle (2014)

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DOI: 10.1007/978-3-319-33507-0_14

access: closed

type: Conference or Workshop Paper

metadata version: 2019-09-16

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  dblp key:
  - conf/mcqmc/GilesLW14
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  persistent URL:
  - https://dblp.org/rec/conf/mcqmc/GilesLW14
Michael B. Giles, Christopher Lester, James Whittle:
Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations. MCQMC 2014: 303-314

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