Modification of two-step Monte Carlo algorithms based on the symmetry of the first step (Q2995689)
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scientific article; zbMATH DE number 5884239
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| English | Modification of two-step Monte Carlo algorithms based on the symmetry of the first step |
scientific article; zbMATH DE number 5884239 |
Statements
Modification of two-step Monte Carlo algorithms based on the symmetry of the first step (English)
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4 May 2011
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Monte Carlo method, two-step algorithm, splitting method, complexity estimation
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Bellman principle
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0.83541339635849
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0.7634360194206238
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0.7581868767738342
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0.732903003692627
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0.7065608501434326
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