Regression-based variance reduction approach for strong approximation schemes (Q1703895)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression-based variance reduction approach for strong approximation schemes |
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Regression-based variance reduction approach for strong approximation schemes (English)
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8 March 2018
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Monte Carlo methods
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regression methods
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control variates
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stochastic differential equations
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strong schemes
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