Method of trajectory rotation as a Monte Carlo variance...

Monte Carlo Methods and Applications 2002 Vol. 8; Iss. 3

Method of trajectory rotation as a Monte Carlo variance reduction technique

Moskvin, Vadim, Papiez, Lech
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Volume:
8
Year:
2002
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma.2002.8.3.287
File:
PDF, 1.41 MB
english, 2002
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