Practical Variance Reduction via Regression for Simulating Diffusions (2009)
Attributed to:
NUMERICS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS OF PARABOLIC TYPE
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1137/060674661
Publication URI: http://dx.doi.org/10.1137/060674661
Type: Journal Article/Review
Parent Publication: SIAM Journal on Numerical Analysis
Issue: 2