Truncated control variates for weak approximation schemes (Q4606417)
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scientific article; zbMATH DE number 6847906
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| English | Truncated control variates for weak approximation schemes |
scientific article; zbMATH DE number 6847906 |
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Truncated control variates for weak approximation schemes (English)
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7 March 2018
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regression-based variance reduction
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complexity
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algorithms
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numerical example
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0.8228934407234192
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0.8104394674301147
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0.803179144859314
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0.7847599983215332
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0.7826097011566162
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