Multilevel Monte Carlo using approximate distributions of the CIR process

Bibliographic Details
Title:	Multilevel Monte Carlo using approximate distributions of the CIR process
Authors:	Zheng, Chao^{Aff1, IDs10543023009800_cor1}
Source:	BIT Numerical Mathematics. 63(2)
Database:	Springer Nature Journals

Description
ISSN:	00063835 15729125
DOI:	10.1007/s10543-023-00980-0