Work

Weak Error for Nested Multilevel Monte Carlo

Year: 2020

Type: article

Source: Methodology And Computing In Applied Probability

DOI: 10.1007/s11009-019-09751-3

Authors: Daphné Giorgi, Vincent Lemaire, Gilles Pagès

Institutions: Centre National de la Recherche Scientifique, Sorbonne Université, Laboratoire de Probabilités, Statistique et Modélisation

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2809538965

FWCI: 1.023

Cites: 14

Cited by: 7

Related to: 20