"Efficiency of Multivariate Control Variates in Monte Carlo Simulation."

Reuven Y. Rubinstein, Ruth Marcus (1985)

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DOI: 10.1287/OPRE.33.3.661

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type: Journal Article

metadata version: 2020-03-31

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Reuven Y. Rubinstein, Ruth Marcus:
Efficiency of Multivariate Control Variates in Monte Carlo Simulation. Oper. Res. 33(3): 661-677 (1985)

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