"Multilevel Monte Carlo Approximation of Distribution Functions and Densities."

Michael B. Giles, Tigran Nagapetyan, Klaus Ritter (2015)

> Home

Details and statistics

DOI: 10.1137/140960086

access: closed

type: Journal Article

metadata version: 2019-09-25

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/juq/GilesN015
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/juq/GilesN015
Michael B. Giles, Tigran Nagapetyan, Klaus Ritter:
Multilevel Monte Carlo Approximation of Distribution Functions and Densities. SIAM/ASA J. Uncertain. Quantification 3(1): 267-295 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.