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Analysis of variance 1 Latin hypercube sampling 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Sampling 1 Simulation 1 Solution validation 1 Stichprobenerhebung 1 Stochastic optimization 1 Stochastic process 1 Stochastischer Prozess 1 Variance reduction 1 Varianzanalyse 1
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Bayraksan, Güzin 1
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Operations research letters 1
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An improved averaged two-replication procedure with Latin hypercube sampling
Bayraksan, Güzin - In: Operations research letters 46 (2018) 2, pp. 173-178
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