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      Unbiased Estimation with Square Root Convergence for SDE Models

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: Operations Research
      Publisher: Institute for Operations Research and the Management Sciences (INFORMS)

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          Convergence of Probability Measures

          Patrick Billingsley (1999)
          Book 0 comments Cited 337 times – based on 0 reviews
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            Multilevel Monte Carlo Path Simulation

            Michael B. Giles (2008)
            Article 0 comments Cited 273 times – based on 0 reviews     Review now
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              Improved Multilevel Monte Carlo Convergence using the Milstein Scheme

              Mike Giles (2008)
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                Author and article information

                Journal
                Title: Operations Research
                Abbreviated Title: Operations Research
                Publisher: Institute for Operations Research and the Management Sciences (INFORMS)
                ISSN (Print): 0030-364X
                ISSN (Electronic): 1526-5463
                Publication date Created: October 2015
                Publication date (Print): October 2015
                Volume: 63
                Issue: 5
                Pages: 1026-1043
                Article
                DOI: 10.1287/opre.2015.1404
                SO-VID: 30ee9877-1cda-466e-bcf4-63e653be1cca
                Copyright © © 2015
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