Correlation Control of Random Variables for Setting the Number of Paths in Monte-Carlo Simulation
2016 ◽
Vol 78
◽
pp. 252-264
◽
2014 ◽
Vol 487
◽
pp. 465-469
2002 ◽
Vol 1
(1)
◽
pp. 13-20
◽
2010 ◽
Vol X
(2)
◽
pp. 1-10
2011 ◽
Vol 284-286
◽
pp. 2509-2512
2013 ◽
Vol 29
(3)
◽
pp. 208-220
◽
Keyword(s):
2011 ◽
Vol 268-270
◽
pp. 42-45
◽
Keyword(s):
2011 ◽
Vol 250-253
◽
pp. 1947-1950