Variance reduction techniques in Monte Carlo methods

Research output: Working paper / Preprint › Working paper › Professional

Original language	English
Place of Publication	Tilburg
Publisher	Tilburg University, CentER (Center for Economic Research)
Publication status	Published - 2010

Name	Center Discussion Paper
No.	2010-117

Persistent URL (handle)

@techreport{586d5c581c104359bf415f358d14fcfc,

title = "Variance reduction techniques in Monte Carlo methods",

author = "A.A.N. Ridder and J. Kleijnen and R. Rubinstein",

year = "2010",

language = "English",

series = "Center Discussion Paper",

publisher = "Tilburg University, CentER (Center for Economic Research)",

number = "2010-117",

type = "WorkingPaper",

institution = "Tilburg University, CentER (Center for Economic Research)",

}