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      Monte Carlo and Quasi-Monte Carlo Methods 2006 

      Improved Multilevel Monte Carlo Convergence using the Milstein Scheme

      other
      Springer Berlin Heidelberg

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          Book Chapter
          2008
          : 343-358
          10.1007/978-3-540-74496-2_20
          b93c62c7-3b75-471c-9d2a-1942403555c2
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