On adaptive stratification (Q666354): Difference between revisions

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-.1007/s10479-009-0638-9
@@ Property / DOI: 10.1007/s10479-009-0638-9 / rank @@
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+Adaptative Monte Carlo Method, A Variance Reduction Technique
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+Stochastic simulation: Algorithms and analysis
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+Real Analysis and Probability
@@ Property / cites work: Real Analysis and Probability / rank @@
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+On adaptive stratification
@@ Property / cites work: On adaptive stratification / rank @@
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+Q4433608
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+Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
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+Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation
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+Simulation and the Monte Carlo Method
@@ Property / cites work: Simulation and the Monte Carlo Method / rank @@
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+.1007/S10479-009-0638-9
@@ Property / DOI: 10.1007/S10479-009-0638-9 / rank @@
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