November 01, 2005 article Open access Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing The Annals of Applied Probability DOI: 10.1214/105051605000000511 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 91 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 Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks 2020 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 1 citations 1 result References 0