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Multilevel monte carlo implementation for SDEs driven by truncated stable processes Dereich S., Li S. (2016) In: (eds.), . Springer Publishing. Type of Publication: Research article in edited proceedings (conference)
Multilevel Monte Carlo for Lévy-driven sdes: Central limit theorems for adaptive Euler schemes Dereich S., Li S. (2016) In: Annals of Applied Probability, 26(1) Type of Publication: Research article (journal)

Duration: 14/07/2008 - 30/06/2015 | 1st Funding period

Funded by: DFG - Priority Programme

Type of project: Subproject in DFG-joint project hosted outside University of Münster