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Improving Monte Carlo Efficiency by Increasing Variance

Authors

G. S. Fishman V. G. Kulkarni

Citation

G. S. Fishman et V. G. Kulkarni, Improving Monte Carlo Efficiency by Increasing Variance, Management science, 38(10), 1992, pp. 1432

Journal title

Management science → ACNP

ISSN journal

00251909

Volume

38

Issue

10

Year of publication

1992

Database

ICR

SICI code

0025-1909(1992)38:10<1432:IMCEBI>2.0.ZU;2-2