Concepedia
Methodology And Computing In Applied Probability · 2008 · 51 citations · 3 references
Open access
Public HealthBiostatisticsMathematicsOptimizationResampling MethodsSampling DesignSampling MethodsSampling TechniquesSampling TheoryTreatment AssignmentOptimal AllocationSample AllocationSample StratificationStratified Random SamplingStratified Sampling
3
Asymptotically Optimal Importance Sampling and Stratification for Pricing Path‐Dependent Options
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin · Mathematical Finance · 1999 · 232 citations
Business, Economics, Finance +17
Adaptative Monte Carlo Method, A Variance Reduction Technique
Bouhari Arouna · Monte Carlo Methods and Applications · 2004 · 86 citations
Business, Finance, Mathematics +14
Controlled stratification for quantile estimation
The Annals of Applied Statistics · 2008 · 57 citations · Full text
Natural Sciences, Mathematics, Nuclear Engineering +17