Common random numbers in multivariate simulations
DOI10.1016/0377-2217(90)90378-OzbMATH Open0719.65099OpenAlexW1973244530MaRDI QIDQ2640337FDOQ2640337
Authors: Brian J. Sloan, Antony Unwin 
Publication date: 1990
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(90)90378-o
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Cites Work
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- Efficiency of Multivariate Control Variates in Monte Carlo Simulation
- Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
- Title not available (Why is that?)
- Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
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