Multi-Level Monte Carlo
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Documentation for package ‘mlmc’ version 2.1.1
Help Pages
| mcqmc06_l | Financial options using a Milstein discretisation |
| mlmc | Multi-level Monte Carlo estimation |
| mlmc.test | Multi-level Monte Carlo estimation test suite |
| opre_l | Financial options using an Euler-Maruyama discretisation |
| plot.mlmc.test | Plot an 'mlmc.test' object |