Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone. Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Monte Carlo Meth. and Appl., 20(1):1-41, 2014. [doi]
@article{HoelSST14,
title = {Implementation and analysis of an adaptive multilevel Monte Carlo algorithm},
author = {Håkon Hoel and Erik von Schwerin and Anders Szepessy and Raúl Tempone},
year = {2014},
doi = {10.1515/mcma-2013-0014},
url = {http://dx.doi.org/10.1515/mcma-2013-0014},
researchr = {https://researchr.org/publication/HoelSST14},
cites = {0},
citedby = {0},
journal = {Monte Carlo Meth. and Appl.},
volume = {20},
number = {1},
pages = {1-41},
}