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Licensed Unlicensed Requires Authentication Published by De Gruyter October 16, 2009

Method of trajectory rotation as a Monte Carlo variance reduction technique

  • Vadim Moskvin and Lech Papiez
From the journal Monte Carlo Methods and Applications
https://doi.org/10.1515/mcma.2002.8.3.287
Published Online: 2009-10-16
Published in Print: 2002

Walter de Gruyter

From the journal
Monte Carlo Methods and Applications
Monte Carlo Methods and Applications
Volume 8 Issue 3
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Edgeworth type expansions for Euler schemes for stochastic differential equations.
Method of trajectory rotation as a Monte Carlo variance reduction technique
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