10-13 Jan 2017 Paris (France)
Concentration inequalities for the Multilevel Monte Carlo Euler method applied to SDEs
Ahmed Kebaier  1  
1 : Laboratoire Analyse, Géométrie et Applications  (LAGA)  -  Website
Institut Galilée, université Paris 13, CNRS : UMR7539
Institut Galilée, Université Paris 13, 99 avenue Jean-Baptiste Clément, F-93430, Villetaneuse, France -  France

Concentration inequalities for the Multilevel Monte Carlo Euler method applied to SDEs

Subject : : Invited talk in a mini-symposium
Topics : Computational Finance
  • Presentation
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