April 27, 2015 article Multilevel Monte Carlo methods Acta Numerica DOI: 10.1017/s096249291500001x OpenAlex Authors 0 Author list not loaded yet. Cited by 23 stored of 798 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Pricing American options by exercise rate optimization 2020 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 23 citations Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation 2020 Journal of Computational Physics article Decision Sciences Probabilistic and Robust Engineering Design Open access 38 citations Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design 2020 International Journal for Numerical Methods in Engineering article Decision Sciences Optimal Experimental Design Methods Open access 28 citations 21–23 of 23 ← Previous Page 2 / 2 References 0