Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations

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Author

Date

2013

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

The Annals of Applied Probability

Volume

23(5)

Pages / Article No.

1913 - 1966

Publisher

Institute of Mathematical Statistics

Organisational unit

03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)

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ETH Bibliography

yes

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Research Collection