Modification of two-step Monte Carlo algorithms based on the symmetry of the first step (Q2995689)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5884239
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
4 May 2011
0 references
Monte Carlo method, two-step algorithm, splitting method, complexity estimation
0 references
Bellman principle
0 references
0.83541339635849
0 references
0.7634360194206238
0 references
0.7581868767738342
0 references
0.732903003692627
0 references
0.7065608501434326
0 references
