Control-variate estimation using estimated control means
Author:
Publisher
Informa UK Limited
Subject
Industrial and Manufacturing Engineering
Link
http://www.tandfonline.com/doi/pdf/10.1080/0740817X.2011.610430
Reference9 articles.
1. Monte Carlo Methods
2. A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
3. Batch size effects on the efficiency of control variates in simulation
4. Control Variate Remedies
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