Control Variates Techniques for Monte Carlo Simulation

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Szechtman, Roberto
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2003
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Winter 2003
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Abstract
In this paper we present an overview of classical results about the variance reduction technique of control variates. We emphasize aspects of the theory that are of importance to the practitioner, as well as presenting relevant applications.
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Article
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Proceedings of the 2003 Winter Simulation Conference, pp 144-149.
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https://hdl.handle.net/10945/38435
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Operations Research (OR)
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2003. Control Variates Techniques for Monte Carlo Simulation. Proceedings of the 2003 Winter Simulation Conference, pp 144-149.
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defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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