Beale E.M.L.

E.M.L. Beale

Information about the author E.M.L. Beale will soon be added to the site.
Found 2 papers in total
A cross-estimation technique for using control variables in stochastic simulations
A cross-estimation technique for using control variables in stochastic simulations
1989
It is well known that control variables can be used to improve the efficiency of...
Using martingales to make stochastic simulations more precise
Using martingales to make stochastic simulations more precise
1989
This paper proposes a new form of control statistics to improve the efficiency of...
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