New acceleration schemes with the asymptotic expansion in Monte Carlo simulation
Akihiko Takahashi and Yoshihiko Uchida
| Year of publication: |
2006
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| Authors: | Takahashi, Akihiko ; Uchida, Yoshihiko |
| Published in: |
Advances in mathematical economics. - Tokyo : Springer, ISSN 1866-2226, ZDB-ID 15004272. - Vol. 8.2006, p. 411-431
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009902270