Variance reduction method based on sensitivity derivatives,...

Applied Numerical Mathematics 2013 / 12 Vol. 74

Variance reduction method based on sensitivity derivatives, Part 2

Jimenez, Edwin, Liu, Yaning, Hussaini, M. Yousuff
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Volume:
74
Language:
english
Journal:
Applied Numerical Mathematics
DOI:
10.1016/j.apnum.2012.07.010
Date:
December, 2013
File:
PDF, 372 KB
english, 2013
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