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"Multi-level Monte Carlo algorithms for infinite-dimensional integration on ..."

Fred J. Hickernell et al. (2010)

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DOI: 10.1016/J.JCO.2010.02.002

access: open

type: Journal Article

metadata version: 2024-02-08

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Fred J. Hickernell, Thomas Müller-Gronbach, Ben Niu, Klaus Ritter:
Multi-level Monte Carlo algorithms for infinite-dimensional integration on R^N. J. Complex. 26(3): 229-254 (2010)

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