Man pages for mlmc
Multi-Level Monte Carlo

mcqmc06_lFinancial options using a Milstein discretisation
mlmcMulti-level Monte Carlo estimation
mlmc.testMulti-level Monte Carlo estimation test suite
opre_lFinancial options using an Euler-Maruyama discretisation
plot.mlmc.testPlot an 'mlmc.test' object
mlmc documentation built on May 29, 2017, 12:30 p.m.