Stratified regression-based variance reduction approach for weak approximation schemes. Belomestny, D., Häfner, S., & Urusov, M. Math. Comput. Simulation, 143:125–137, 2018.
Stratified regression-based variance reduction approach for weak approximation schemes [link]Paper  doi  bibtex   
@article {MR3698221,
    AUTHOR = {Belomestny, D. and H\"{a}fner, S. and Urusov, M.},
     TITLE = {Stratified regression-based variance reduction approach for
              weak approximation schemes},
   JOURNAL = {Math. Comput. Simulation},
  FJOURNAL = {Mathematics and Computers in Simulation},
    VOLUME = {143},
      YEAR = {2018},
     PAGES = {125--137},
      ISSN = {0378-4754},
   MRCLASS = {60H35 (34F05 65C05)},
  MRNUMBER = {3698221},
MRREVIEWER = {Annika Lang},
       DOI = {10.1016/j.matcom.2017.05.003},
       URL = {https://doi.org/10.1016/j.matcom.2017.05.003},
}

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