CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION
Year of publication: |
2011
|
---|---|
Authors: | JOURDAIN, BENJAMIN ; LAPEYRE, BERNARD ; SABINO, PIERGIACOMO |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 14.2011, 06, p. 867-897
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Monte Carlo methods | variance reduction | stratification methods |
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