Practical Variance Reduction via Regression for Simulating Diffusions (Q3559131): Difference between revisions
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Latest revision as of 19:24, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Practical Variance Reduction via Regression for Simulating Diffusions |
scientific article |
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Practical Variance Reduction via Regression for Simulating Diffusions (English)
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11 May 2010
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probabilistic representations of solutions of partial differential equations
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numerical integration of stochastic differential equations
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Monte Carlo technique
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variance reduction methods
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regression
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importance sampling
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numerical experiments
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