Browsing by Author "Jain, Rohin"

 

Browsing by Author "Jain, Rohin"

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  • A Review of Multilevel Monte Carlo Methods
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    Author: Jain, Rohin Date: 2020 The Monte Carlo method (MC) is a common numerical technique used to approximate an expectation that does not have an analytical solution. For certain problems, MC can be inefficient. Many techniques exist to improve the efficiency of MC ... Read more