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"Implementation and analysis of an adaptive multilevel Monte Carlo algorithm."

Håkon Hoel et al. (2014)

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DOI: 10.1515/MCMA-2013-0014

access: closed

type: Journal Article

metadata version: 2022-06-13

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Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone:
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Monte Carlo Methods Appl. 20(1): 1-41 (2014)

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