Low-variance direct Monte Carlo simulations using importance weights

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Publication:4933354

DOI10.1051/m2an/2010052zbMath1200.82051OpenAlexW2018750519MaRDI QIDQ4933354

Husain A. Al-Mohssen, Nicolas G. Hadjiconstantinou

Publication date: 12 October 2010

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/44672



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