Practical Variance Reduction via Regression for Simulating Diffusions
- 期刊名称SIAM Journal on Numerical Analysis
- 作者Milstein, G. N.; Tretyakov, M. V.
- 卷第47卷
- 期第2期
- 印刷ISSN0036-1429
- 电子ISSN1095-7170
- 文件大小304.45KB
- 发表时间2009-01
- DOI10.1137/060674661
- 页码887-910
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