On the optimality and efficiency of common random numbers-Reference-Cited by-同舟云学术

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On the optimality and efficiency of common random numbers

Published:1984-12 Issue:6 Volume:26 Page:502-512
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Gal S.,Rubinstein R.Y.,Ziv A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference17 articles.

1. Nonlinear Programming Analysis and Methods;Avriel,1976

2. Antithetic Variates Revised;Fishman,1980

3. A New Monte-Carlo Technique: Antithetic Variates;Hammersley;Proceedings of the Cambridge Philosophical Society,1956

4. Hammersley, J.M. and Handscomb, D.C., Monte Carlo Methods (London, Methuen).

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