Variance reduction for discretised diffusions via regression. Belomestny, D., Häfner, S., Nagapetyan, T., & Urusov, M. J. Math. Anal. Appl., 458(1):393–418, 2018.
Paper doi bibtex 1 download @article {MR3711910,
AUTHOR = {Belomestny, Denis and H\"{a}fner, Stefan and Nagapetyan, Tigran
and Urusov, Mikhail},
TITLE = {Variance reduction for discretised diffusions via regression},
JOURNAL = {J. Math. Anal. Appl.},
FJOURNAL = {Journal of Mathematical Analysis and Applications},
VOLUME = {458},
YEAR = {2018},
NUMBER = {1},
PAGES = {393--418},
ISSN = {0022-247X},
MRCLASS = {65C30 (60J60 62J02 65C05)},
MRNUMBER = {3711910},
DOI = {10.1016/j.jmaa.2017.09.002},
URL = {https://doi.org/10.1016/j.jmaa.2017.09.002},
}
Downloads: 1
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