Variance Reduction in Monte Carlo Estimators via Empirical Variance Minimization
Crossref DOI link: https://doi.org/10.1134/S1064562418060261
Published Online: 2018-11-10
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belomestny, D. V.
Iosipoi, L. S.
Zhivotovskiy, N. K.
Text and Data Mining valid from 2018-09-01
Article History
Received: 22 May 2018
First Online: 10 November 2018