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"Construction of a Mean Square Error Adaptive Euler-Maruyama Method With ..."
Håkon Hoel, Juho Häppölä, Raúl Tempone (2014)
- Håkon Hoel, Juho Häppölä, Raúl Tempone:
Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo. MCQMC 2014: 29-86
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