Low-variance direct Monte Carlo simulations using importance weights

Author： Al-Mohssen Husain A.   Hadjiconstantinou Nicolas G.  

Publisher： Edp Sciences

E-ISSN： 1290-3841|44|5|1069-1083

ISSN： 0764-583x

Source： ESAIM: Mathematical Modelling and Numerical Analysis, Vol.44, Iss.5, 2010-08, pp. : 1069-1083

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