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Chakrabarty, Siddhartha P.

  1. Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application
    2024/07/26 by Devang Sinha, Sinha, Devang, Siddhartha P. Chakrabarty +1 · 1 citation
    Mathematics · #Computation (stat.CO) #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Mathematical Approximation and Integration #Statistical Methods and Inference