Combination of General Antithetic Transformations and Control Variables

DOI10.1287/moor.1040.0101zbMath1082.65002OpenAlexW2118084167MaRDI QIDQ5704207

Christiane Lemieux, Pierre L'Ecuyer, Hatem Ben-Ameur

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/41b79528f7e6b3285fe3047a3ab045759c1fcb98

zbMATH Keywords

variance reduction, control variates, antithetic variates, quasi-Monte Carlo, lattice rules, digital nets, Latin hypercube sampling

Mathematics Subject Classification ID

Related Items (2)

Quasi-Monte Carlo methods with applications in finance ⋮ Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation

Uses Software

• Algorithm 823

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