Convenient multiple directions of stratification
Benjamin Jourdain and Bernard Lapeyre; Piergiacomo Sabino
| Year of publication: |
2011
|
|---|---|
| Authors: | Jourdain, Benjamin ; Lapeyre, Bernard ; Sabino, Piergiacomo |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 6, p. 867-897
|
| Subject: | Monte Carlo methods | variance reduction | stratification methods | Monte-Carlo-Simulation | Monte Carlo simulation | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009380998