Christian Bayer, Peter K. Friz, Sebastian Riedel, John Schoenmakers. From Rough Path Estimates to Multilevel Monte Carlo. SIAM J. Numerical Analysis, 54(3):1449-1483, 2016. [doi]
@article{BayerFRS16,
title = {From Rough Path Estimates to Multilevel Monte Carlo},
author = {Christian Bayer and Peter K. Friz and Sebastian Riedel and John Schoenmakers},
year = {2016},
doi = {10.1137/140995209},
url = {http://dx.doi.org/10.1137/140995209},
researchr = {https://researchr.org/publication/BayerFRS16},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {54},
number = {3},
pages = {1449-1483},
}