"Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient ..."

Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone (2024)

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DOI: 10.1137/22M1495718

access: closed

type: Journal Article

metadata version: 2024-06-18

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Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone:
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. SIAM J. Sci. Comput. 46(3): 1514- (2024)

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