Variance reduction for discretised diffusions via regression (Q1674395)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction for discretised diffusions via regression |
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Variance reduction for discretised diffusions via regression (English)
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2 November 2017
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control variates
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Monte Carlo methods
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regression methods
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stochastic differential equations
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weak schemes
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