Giles, Mike
- Multilevel Monte Carlo methods for applications in finance
2012/12/06 by Giles, Mike, Łukasz Szpruch, Szpruch, Lukasz · 1 citation
Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Economics and business #Mathematical Approximation and Integration #Statistical Methods and Inference #Stochastic processes and financial applications
- Multilevel Monte Carlo for Scalable Bayesian Computations
2016/09/15 by Giles, Mike, Tigran Nagapetyan, Nagapetyan, Tigran +6 · 2 citations
Mathematics · Decision Sciences · #Markov Chains and Monte Carlo Methods #Statistical Methods and Inference #Probabilistic and Robust Engineering Design