One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
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More about this item
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2011-01-30 (Computational Economics)
- NEP-ORE-2011-01-30 (Operations Research)
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