K-antithetic variates in Monte Carlo simulation (Q635002): Difference between revisions

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K-antithetic variates in Monte Carlo simulation
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    K-antithetic variates in Monte Carlo simulation (English)
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    17 August 2011
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    Monte Carlo simulation
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    untractable integrals
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    multidimensional integrals
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    complex integrand
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    variance reduction methods
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    antithetic variate method
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    numerical examples
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