Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function

Annals of Operations Research

Volumn 100, Issue 1-4, 2000, Pages 85-101

  Szántai, Tamás ^a  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

Author keywords

Monte Carlo simulation; Probability bounds; Variance

Indexed keywords

EID: 0034563517     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/a:1019211000153     Document Type: Article

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