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      Multilevel Monte Carlo Path Simulation

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      Journal: Operations Research

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          Journal
          Title: Operations Research
          Abbreviated Title: Operations Research
          ISSN (Print): 0030-364X
          ISSN (Electronic): 1526-5463
          Publication date Created: June 2008
          Publication date (Print): June 2008
          Volume: 56
          Issue: 3
          Pages: 607-617
          Article
          DOI: 10.1287/opre.1070.0496
          SO-VID: 87cb1a25-d5e4-4bdf-8ebb-0d4648e84763
          Copyright © © 2008
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