@article{aweakmlmcschemeforlevycopuladriven, title = {A weak MLMC scheme for Lévy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives}, author = {Aleksandar Mijatović and Romain Palfray}, year = {2022}, eprint = {2211.02528}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2211.02528v1}, }