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20092025
most citedOn the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods

207 citations · 416 across the 27 of their papers we have counts for

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math.NA2021★ 10 cited

Analysis of nested multilevel Monte Carlo using approximate Normal random variables

Mike Giles, Oliver Sheridan-Methven

The multilevel Monte Carlo (MLMC) method has been used for a wide variety of stochastic applications. In this paper we consider its use in situations in which input random variable…