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]

@inproceedings{HickernellMNR09,
  title = {Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea},
  author = {Fred J. Hickernell and Thomas Müller-Gronbach and Ben Niu and Klaus Ritter},
  year = {2009},
  url = {http://drops.dagstuhl.de/opus/volltexte/2009/2298/},
  researchr = {https://researchr.org/publication/HickernellMNR09},
  cites = {0},
  citedby = {0},
  booktitle = {Algorithms and Complexity for Continuous Problems, 20.09. - 25.09.2009},
  editor = {Thomas Müller-Gronbach and Leszek Plaskota and Joseph F. Traub},
  volume = {09391},
  series = {Dagstuhl Seminar Proceedings},
  publisher = {Schloss Dagstuhl - Leibniz-Zentrum für Informatik, Germany},
}