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"Practical Variance Reduction via Regression for Simulating Diffusions."

G. N. Milstein, Michael V. Tretyakov (2009)

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DOI: 10.1137/060674661

access: closed

type: Journal Article

metadata version: 2020-05-11

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  - https://dblp.org/rec/journals/siamnum/MilsteinT09
G. N. Milstein, Michael V. Tretyakov:
Practical Variance Reduction via Regression for Simulating Diffusions. SIAM J. Numer. Anal. 47(2): 887-910 (2009)

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