"Randomized Dimension Reduction for Monte Carlo Simulations."

Nabil Kahalé (2020)

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DOI: 10.1287/MNSC.2018.3250

access: closed

type: Journal Article

metadata version: 2020-06-30

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Nabil Kahalé:
Randomized Dimension Reduction for Monte Carlo Simulations. Manag. Sci. 66(3): 1421-1439 (2020)

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