Multilevel Monte Carlo Methods

Stefan Heinrich. Multilevel Monte Carlo Methods. In Svetozar Margenov, Jerzy Wasniewski, Plamen Y. Yalamov, editors, Large-Scale Scientific Computing, Third International Conference, LSSC 2001, Sozopol, Bulgaria, June 6-10, 2001, Revised Papers. Volume 2179 of Lecture Notes in Computer Science, pages 58-67, Springer, 2001. [doi]

Abstract

Abstract is missing.