Computing the variance of a conditional expectation via non-nested Monte Carlo

Takashi Goda

Year of publication:	January 2017
Authors:	Goda, Takashi
Published in:	Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 1, p. 63-67
Subject:	Variance of a conditional expectation \| Monte Carlo estimation \| Pick-freeze scheme \| Bias correction \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Schätztheorie \| Estimation theory \| Systematischer Fehler \| Bias \| Varianzanalyse \| Analysis of variance

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