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Publication:3656690
zbMath1181.91336MaRDI QIDQ3656690
Publication date: 13 January 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stratificationimportance samplingcontrol variatesvariance reduction techniquessample average optimisation
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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