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

Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone (2020)

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DOI: 10.48550/ARXIV.2003.05708

access: open

type: Informal or Other Publication

metadata version: 2024-10-06

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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. CoRR abs/2003.05708 (2020)

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