Antithetic Variates, Common Random Numbers and Optimal Computer Time Allocation in Simulation
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Publication:4080637
DOI10.1287/mnsc.21.10.1176zbMath0318.65002MaRDI QIDQ4080637
Publication date: 1975
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.21.10.1176
62H20: Measures of association (correlation, canonical correlation, etc.)
65C05: Monte Carlo methods
65C10: Random number generation in numerical analysis
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