K-antithetic variates in Monte Carlo simulation

zbMath1221.65013MaRDI QIDQ635002

Abdelaziz Nasroallah

Publication date: 17 August 2011

Published in: Afrika Statistika (Search for Journal in Brave)

zbMATH Keywords

numerical examplesMonte Carlo simulationmultidimensional integralsantithetic variate methodcomplex integranduntractable integralsvariance reduction methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

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