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A farewell to the use of antithetic variates in Monte Carlo simulation.

Eduardo SalibyR. J. Paul
Published in: J. Oper. Res. Soc. (2009)
Keyphrases
  • monte carlo simulation
  • monte carlo
  • markov chain
  • principal components
  • neural network
  • additive model
  • search algorithm
  • long term
  • short term
  • stock market