December 28, 2007 book-chapter Improved Multilevel Monte Carlo Convergence using the Milstein Scheme Springer eBooks DOI: 10.1007/978-3-540-74496-2_20 OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 209 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 Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities 2024 SIAM Journal on Scientific Computing article Economics, Econometrics and Finance Stochastic processes and financial applications 2 citations 1 result References 0