Quantifying uncertain system outputs via the multi-level Monte Carlo method - distribution and robustness measures. - Quentin Ayoul-Guilmard; Sundar Ganesh; Sebastian Krumscheid; Fabio Nobile (CoRR, 2022)

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method. - Sundar Ganesh; Fabio Nobile (J. Comput. Phys., 2023)