Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples (Q3823581)
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| Language | Label | Description | Also known as |
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| English | Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples |
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Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples (English)
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1988
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variance-reducing estimators
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Monte Carlo theory
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variance-reducing Euler estimators
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Numerical examples
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