Central limit theorem for the antithetic multilevel Monte Carlo method - Archive ouverte HAL
Article Dans Une Revue The Annals of Applied Probability Année : 2022

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hal-04479483 , version 1 (27-02-2024)

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Mohamed Ben Alaya, Ahmed Kebaier, Thi Bao Tram Ngo. Central limit theorem for the antithetic multilevel Monte Carlo method. The Annals of Applied Probability, 2022, 32 (3), ⟨10.1214/21-AAP1726⟩. ⟨hal-04479483⟩
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