Method of trajectory rotation as a Monte Carlo variance reduction technique

Moskvin Vadim and Papiez Lech

Monte Carlo Methods and Applications, 2002, vol. 8, issue 3, 287-298

Date: 2002
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/mcma.2002.8.3.287 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:mcmeap:v:8:y:2002:i:3:p:287-298:n:4

Ordering information: This journal article can be ordered from
https://www.degruyte ... ournal/key/mcma/html

DOI: 10.1515/mcma.2002.8.3.287

Access Statistics for this article

Monte Carlo Methods and Applications is currently edited by Karl K. Sabelfeld

More articles in Monte Carlo Methods and Applications from De Gruyter
Bibliographic data for series maintained by Peter Golla ().