K-antithetic variates in Monte Carlo simulation (Q635002)
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scientific article; zbMATH DE number 5939885
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| English | K-antithetic variates in Monte Carlo simulation |
scientific article; zbMATH DE number 5939885 |
Statements
K-antithetic variates in Monte Carlo simulation (English)
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17 August 2011
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Monte Carlo simulation
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untractable integrals
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multidimensional integrals
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complex integrand
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variance reduction methods
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antithetic variate method
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numerical examples
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0.8074824810028076
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0.8052825927734375
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0.7996227741241455
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0.799567461013794
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0.7785698175430298
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