The RCV approaches become especially simple in the case of the so-called weak approximation schemes, i.e., the schemes, where simple random variables are used ...

The RCV approaches become especially simple in the case of the so-called weak approximation schemes, i.e., the schemes, where simple random variables are used ...

Dec 16, 2016 · Title:Stratified regression-based variance reduction approach for weak approximation schemes. Authors:Denis Belomestny, Stefan Häfner ...

In this paper we suggest a modification of the regression-based variance reduction approach recently proposed in Belomestny et al.

Stratified regression-based variance reduction approach for weak approximation schemes. Author & abstract; Download; 1 Reference; Most related; Related works ...

Truncated control variates for weak approximation schemes ... In this paper we present an enhancement of the regression-based variance reduction approach recently ...

In this paper we suggest a modification of the regression-based variance reduction approach recently proposed in Belomestny et al. [1].

In this paper we suggest a modification of the regression-based variance reduction approach recently proposed in Belomestny et al.

In this paper we suggest a modification of the regression-based variance reduction approach recently proposed in Belomestny et al.

Mar 1, 2017 · used in the weak approximation scheme, we can achieve a further variance reduc- tion effect as compared to the original approach in [1]. The ...