Efficiency of Multivariate Control Variates in Monte Carlo Simulation (Q3745233)
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scientific article; zbMATH DE number 3980445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficiency of Multivariate Control Variates in Monte Carlo Simulation |
scientific article; zbMATH DE number 3980445 |
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Efficiency of Multivariate Control Variates in Monte Carlo Simulation (English)
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1985
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multivariate control variates
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variance reduction
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Monte Carlo simulation
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optimal control matrix
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0.87471473
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0.8736065
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0.8726932
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0.8689237
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0.8666346
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0.86465377
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