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- W2949063410 abstract "The author’s presentation of multilevel Monte Carlo path simulation at the MCQMC 2006 conference stimulated a lot of research into multilevel Monte Carlo methods. This paper reviews the progress since then, emphasising the simplicity, flexibility and generality of the multilevel Monte Carlo approach. It also offers a few original ideas and suggests areas for future research." @default.
- W2949063410 created "2019-06-27" @default.
- W2949063410 creator A5056186758 @default.
- W2949063410 date "2013-01-01" @default.
- W2949063410 modified "2023-09-30" @default.
- W2949063410 title "Multilevel Monte Carlo Methods" @default.
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- W2949063410 doi "https://doi.org/10.1007/978-3-642-41095-6_4" @default.
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