"Mean Exit Times and the Multilevel Monte Carlo Method."

Desmond J. Higham et al. (2013)

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DOI: 10.1137/120883803

access: closed

type: Journal Article

metadata version: 2021-06-01

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Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin:
Mean Exit Times and the Multilevel Monte Carlo Method. SIAM/ASA J. Uncertain. Quantification 1(1): 2-18 (2013)

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