A variance reduction technique for use with the extrapolated Euler method for numerical solution of stochastic differential equations (Q4286488)
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scientific article; zbMATH DE number 540787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variance reduction technique for use with the extrapolated Euler method for numerical solution of stochastic differential equations |
scientific article; zbMATH DE number 540787 |
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A variance reduction technique for use with the extrapolated Euler method for numerical solution of stochastic differential equations (English)
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6 April 1994
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variance reduction
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stochastic differential equations
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Euler method
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