Stratified regression-based variance reduction approach for weak approximation schemes. Belomestny, D., Häfner, S., & Urusov, M. Math. Comput. Simulation, 143:125–137, 2018.
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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