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20062025
most citedRooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

75 citations · 283 across the 17 of their papers we have counts for

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q-fin.CP2013★ 9 cited

Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation

Michael B. Giles, Kristian Debrabant, Andreas Rößler

The multilevel Monte Carlo path simulation method introduced by Giles ({\it Operations Research}, 56(3):607-617, 2008) exploits strong convergence properties to improve the computa…