✦ LIBER ✦

Practical Variance Reduction via Regression for Simulating Diffusions

✍ Scribed by Milstein, G. N.; Tretyakov, M. V.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Opportunities of robust regression for v

✍ Gerrit K. Janssens; Wim Deceuninck; Alex Van Breedam 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 1013 KB

Variance reduction for simulated diffusi

✍ Fredrik A. Dahl 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 87 KB

A VARIANCE-REDUCTION STRATEGY FOR RSM SI

✍ Belva J. Cooley; Ernest C. Houck 📂 Article 📅 1982 🏛 Decision Sciences Institute, Georgia State Univers 🌐 English ⚖ 992 KB

Variance reduction for Bernoulli respons

✍ Jordi Ocaña; Esteban Vegas 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 460 KB

Variance reduction technique for quantum

✍ Mihail Marcu; Jürgen Müller 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 231 KB

AN ALTERNATIVE VARIANCE-REDUCTION STRATE

✍ M. Hossein Safizadeh; Billy M. Thornton 📂 Article 📅 1982 🏛 Decision Sciences Institute, Georgia State Univers 🌐 English ⚖ 408 KB