"An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation ..."

Cheikh Mbaye, Gilles Pagès, Frédéric Vrins (2016)

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DOI: 10.1007/978-3-319-57099-0_54

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Cheikh Mbaye, Gilles Pagès, Frédéric Vrins:
An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES. NAA 2016: 482-491

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