CONTROL VARIATES TECHNIQUES FOR MONTE CARLO SIMULATION Roberto
نویسنده
چکیده
In this paper we present an overview of classical results about the variance reduction technique of control variates. We emphasize aspects of the theory that are of importance to the practitioner, as well as presenting relevant applications.
منابع مشابه
Control Variates Techniques for Monte Carlo Simulation
In this paper we present an overview of classical results about the variance reduction technique of control variates. We emphasize aspects of the theory that are of importance to the practitioner, as well as presenting relevant applications.
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