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Optimal Formulae of the Conditional Monte Carlo - MaRDI portal

Optimal Formulae of the Conditional Monte Carlo (Q3963792)

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English
Optimal Formulae of the Conditional Monte Carlo
scientific article

    Statements

    title
    Optimal Formulae of the Conditional Monte Carlo (English)
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    author
    Boris L. Granovsky
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    publication date
    1981
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    zbMATH Keywords
    conditional Monte Carlo
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    simulation
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    Identifiers

    DOI
    10.1137/0602031
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    Mathematics Subject Classification ID
    60G35
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    65C05
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    60G40
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    zbMATH DE Number
    3785886
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    OpenAlex ID
    W1992214865
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