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scientific article; zbMATH DE number 1069619
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scientific article; zbMATH DE number 1069619

    Statements

    author
    Nigel J. Newton
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    publication date
    25 November 1997
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    zbMATH Keywords
    variance reduction methods
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    Monte Carlo methods
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    Itô stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    65C99
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    60H15
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    65C05
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    zbMATH DE Number
    1069619
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