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Article . 2010
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Mathematics and Computers in Simulation
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t-Copula generation for control variates

\(t\)-Copula generation for control variates
descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 2010 Turkey English Publisher:Elsevier BVJournal:Mathematics and Computers in Simulation, volume 81, pages 782-790 (issn: 0378-4754, Copyright policy )
Authors: Hormann, Wolfgang; Sak, Halis;

doi: 10.1016/j.matcom.2010.07.005

handle: 11413/1291

t-Copula generation for control variates

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Turkey
Related Organizations
Keywords

Control variate, Applications of statistics to actuarial sciences and financial mathematics, Numerical methods (including Monte Carlo methods), multi-normal model, variance reduction, Computational problems in statistics, Analysis of variance and covariance (ANOVA), Monte Carlo methods, \(t\)-copula, pricing European basket options, Polar method, polar yöntem, control variate, kontrol değişken, numerical inversion, numerical experiments, polar method, Monte Carlo simulation, t-Copula, risk

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    selected citations
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    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 8
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Average
Average
Average
Green