Using Control Variables to Improve the Efficiency of Percentile Estimation in Stochastic Simulation (Q3823785)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Control Variables to Improve the Efficiency of Percentile Estimation in Stochastic Simulation |
scientific article |
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Using Control Variables to Improve the Efficiency of Percentile Estimation in Stochastic Simulation (English)
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1988
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variance reduction
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stochastic simulations
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percentile estimation
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control variables
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capital budgeting
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0.8737132
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0.8675346
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0.8653007
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0.85722387
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0.8391271
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