Man pages for louisaslett/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
louisaslett/mlmc documentation built on May 21, 2017, 2:39 p.m.