Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Weak Error for Nested Multilevel Monte Carlo.
Multilevel Monte Carlo, Nested Monte Carlo, Weak error expansion, Weighted Multilevel Monte Carlo
Limit theorems for Multilevel estimators with and without weights. Comparisons and applications.
Limit Theorems, Loi Forte des Grands Nombres, Multilevel Monte Carlo Randomisé, Multilevel Monte Carlo avec poids, Randomized Multilevel Monte Carlo Randomisé, Schémas de discrétisation d'Euler, Schémas de discrétisation de Milstein, Théorème Central Limite, Weighted Multilevel Monte Carlo
Weak error for nested Multilevel Monte Carlo.
Multilevel Monte Carlo, Nested Monte Carlo, Weak error expansion, Weighted Multilevel Monte Carlo
Limit theorems for Multilevel estimators with and without weights. Comparisons and applications.
Limit Theorems, Loi Forte des Grands Nombres, Multilevel Monte Carlo Randomisé, Multilevel Monte Carlo avec poids, Randomized Multilevel Monte Carlo Randomisé, Schémas de discrétisation d'Euler, Schémas de discrétisation de Milstein, Théorème Central Limite, Weighted Multilevel Monte Carlo