Bias evaluation and reduction for sample-path optimization

Bastin, Fabian

by Fabian Bastin

Reference:

Bias evaluation and reduction for sample-path optimization (Fabian Bastin), In Monte Carlo Methods and Applications: Proceedings of the 8th IMACS Seminar on Monte Carlo Methods (Karl K. Sabelfeld, Ivan Dimov, Mario K. Ullrich, ed.), De Gruyter, 2013.

Bibtex Entry:

@InProceedings{Bast13,
  Title                    = {Bias evaluation and reduction for sample-path optimization},
  Author                   = {Fabian Bastin},
  Booktitle                = {Monte Carlo Methods and Applications: Proceedings of the 8th IMACS Seminar on Monte Carlo Methods},
  Year                     = {2013},

  Address                  = {Berlin},
  Editor                   = {Karl K. Sabelfeld, Ivan Dimov, Mario K. Ullrich},
  Pages                    = {47--57},
  Publisher                = {De Gruyter}
}