DOI10.1515/mcma.1995.1.2.137zbMath0842.65003arXivmath/0610729OpenAlexW2026813299MaRDI QIDQ4868306
Nicolas Bouleau
Publication date: 5 August 1996 Published in: Monte Carlo Methods and Applications (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/math/0610729
zbMATH Keywords
convergencenumerical exampleMonte Carlo methodexpectationshift method
Mathematics Subject Classification ID
Monte Carlo methods (65C05)