Adaptive Control Variates for Finite-Horizon Simulation (Q5388044)
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scientific article; zbMATH DE number 5279737
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| default for all languages | No label defined |
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| English | Adaptive Control Variates for Finite-Horizon Simulation |
scientific article; zbMATH DE number 5279737 |
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Adaptive Control Variates for Finite-Horizon Simulation (English)
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27 May 2008
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variance reduction
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adaptive Monte Carlo
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control variates
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0.9084539
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0.89529485
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0.8913872
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0.8888432
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