Note: On the Value of Function Evaluation Location Information in Monte Carlo Simulation

DOI10.1287/MNSC.41.4.733MaRDI QIDQ4859341zbMATH OpenOpenAlexFDO

Authors Thomas J. Diciccio, Peter W. Glynn

Publication date 1 February 1996

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.41.4.733

zbMATH Keywords

convergence rateMonte Carlo samplingquadrature and cubature formula

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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