Conceptio › Archive › arXiv (All)
arXiv (All)open access

Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation

Giles, Michael B. et al.
arXiv (All) · Papers · License: Open Access
Open Source ↗Direct PDF ↓
65c0565c30computationalfinance
computational finance, 60h10, 60h35, 65c05, 65c30
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 927067
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.