Michael B. Giles, Christopher Lester, James Whittle. Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations. In Ronald Cools, Dirk Nuyens, editors, Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014. Volume 163 of Springer Proceedings in Mathematics and Statistics, pages 303-314, Springer, 2014. [doi]
Abstract is missing.