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Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Sinha, Devang, Chakrabarty, Siddhartha P.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computational Finance Computation
Accesso online:	Acceder al recurso
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