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Review on Monte Carlo Simulation Stopping Rules: How Many Samples Are Really Enough?

Martin BicherMatthias WastianDominik BrunmeirNiki Popper
Published in: Simul. Notes Eur. (2022)
Keyphrases
  • monte carlo simulation
  • stopping rules
  • monte carlo
  • markov chain
  • confidence intervals
  • stochastic systems
  • data sets
  • training samples
  • steady state
  • training set
  • least squares