Multilevel Monte Carlo codes for 2015 Acta Numerica article

My 2015 Acta Numerica article on Multilevel Monte Carlo Methods is available here. Regrettably, the original version of the article had the following errors which are now corrected in the version given above.

To accompany this article, I developed a number of MATLAB codes to illustrate how the mathematical ideas translate into code. These are presented below, but I would recommend that anyone interested in getting into MLMC application development should use my new MLMC software which is available here.

The advantages of the new software are: but for archival purposes I will leave the old software below.

Generic routines:
MLMC application codes producing figures for the paper: To run the first of these, for example, simply download the file and the generic routines above, and then enter the command "gbm_euler" into MATLAB -- internally it will use both mlmc.m and mlmc_test.m

Additional MLMC application codes:

For further reading on multilevel Monte Carlo research: