Output details
10 - Mathematical Sciences
University of Edinburgh (joint submission with Heriot-Watt University)
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Output 0 of 0 in the submission
Output title
Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
Type
U - Working paper
Platform
ArXiv
Year of publication
2012
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
F - Probability & Statistics
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-