Multilevel Monte Carlo methods

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M. Giles , T. Nagapetyan  and K. Ritter (2015b), ‘Multilevel Monte Carlo approximation of distribution functions and densities’, SIAM/ASA J. Uncertainty Quantification, to appear.

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A. Moraes , R. Tempone  and P. Vilanova (2015), ‘Multilevel hybrid Chernoff tau-leap’, BIT Numer. Math., to appear.

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