Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942): Difference between revisions
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Revision as of 16:15, 24 July 2024
scientific article
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English | Stratified regression-based variance reduction approach for weak approximation schemes |
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Stratified regression-based variance reduction approach for weak approximation schemes (English)
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1 March 2021
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control variates
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stratification
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Monte Carlo methods
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weak schemes
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regression
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