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    author
    Benjamin Jourdain
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    publication date
    13 January 2010
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    Mathematics Subject Classification ID
    91G60
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    65C05
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    90C15
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    91-08
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    91-02
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    91G20
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    zbMATH DE Number
    5657863
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    zbMATH Keywords
    variance reduction techniques
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    control variates
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    importance sampling
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    stratification
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    sample average optimisation
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