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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| English | A cross-estimation technique for using control variables in stochastic simulations |
scientific article; zbMATH DE number 4102323 |
Statements
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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0.7887192964553833
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0.7845417261123657
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0.7598190903663635
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0.7516688108444214
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0.7486162781715393
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