Efficiency of Multivariate Control Variates in Monte Carlo Simulation (Q3745233)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency of Multivariate Control Variates in Monte Carlo Simulation |
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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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