An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES
Work
Year: 2017
Type: book-chapter
Authors Cheikh Mbaye, Gilles Pagès, Frédéric Vrins
Institutions UCLouvain, Sorbonne Université
Cites: 3
Cited by: 2
Related to: 10
FWCI: 3.745
Citation percentile (by year/subfield): 86.68
Subfield: Finance
Domain: Social Sciences
Open Access status: closed