Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea

Fred J. Hickernell, Thomas Müller-Gronbach, Ben Niu, Klaus Ritter. Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea. In Thomas Müller-Gronbach, Leszek Plaskota, Joseph F. Traub, editors, Algorithms and Complexity for Continuous Problems, 20.09. - 25.09.2009. Volume 09391 of Dagstuhl Seminar Proceedings, Schloss Dagstuhl - Leibniz-Zentrum für Informatik, Germany, 2009. [doi]

Abstract

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