Using lattice rules for variance reduction in simulation

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2000, Pages 509-516

  Lemieux, Christiane ^a   L’ecuyer, Pierre ^b  

^a UNIVERSITY OF CALGARY   (Canada)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

LATTICE RULES;

COMPUTER SIMULATION;

EID: 0034428949     PISSN: 02750708     EISSN: None     Source Type: Journal    
DOI: 10.1109/WSC.2000.899758     Document Type: Article

References (24)

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