K-antithetic variates in Monte Carlo simulation (Q635002)

From MaRDI portal
Revision as of 00:49, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
K-antithetic variates in Monte Carlo simulation
scientific article

    Statements

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

    Identifiers