October 16, 2009 book-chapter Multilevel quasi-Monte Carlo path simulation De Gruyter eBooks DOI: 10.1515/9783110213140.165 OpenAlex Authors 0 Author list not loaded yet. Cited by 2 stored of 94 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 Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing 2022 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 9 citations Multi-index ensemble Kalman filtering 2022 Journal of Computational Physics article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access 7 citations 2 results References 0