Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942)
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scientific article; zbMATH DE number 7316131
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| English | Stratified regression-based variance reduction approach for weak approximation schemes |
scientific article; zbMATH DE number 7316131 |
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Stratified regression-based variance reduction approach for weak approximation schemes (English)
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1 March 2021
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control variates
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stratification
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Monte Carlo methods
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weak schemes
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regression
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0.8391069173812866
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0.803179144859314
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0.7810649275779724
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0.7684726715087891
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0.7435739636421204
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