A cross-estimation technique for using control variables in stochastic simulations (Q1120938)

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scientific article; zbMATH DE number 4102323
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    A cross-estimation technique for using control variables in stochastic simulations
    scientific article; zbMATH DE number 4102323

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      A cross-estimation technique for using control variables in stochastic simulations (English)
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      1989
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      variance reduction
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      control variables
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      efficiency of stochastic simulations
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      cross-estimation
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