Control variates for variance reduction in indirect inference: Interest rate models in continuous time (Q6166855)

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scientific article; zbMATH DE number 7708414
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Control variates for variance reduction in indirect inference: Interest rate models in continuous time
scientific article; zbMATH DE number 7708414

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    Control variates for variance reduction in indirect inference: Interest rate models in continuous time (English)
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    7 July 2023
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    efficient Monte Carlo
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    variance reduction techniques
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    control variates
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    indirect inference
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    Euler discretization
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    short-term interest rate
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    stochastic differential equation
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