From de9d4792efff7623df9d90e9953f5adca1e20108 Mon Sep 17 00:00:00 2001 From: Bertrand Date: Fri, 4 Mar 2016 13:54:20 +0000 Subject: ajout biblio --- doc/rapport.bib | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) create mode 100644 doc/rapport.bib (limited to 'doc/rapport.bib') diff --git a/doc/rapport.bib b/doc/rapport.bib new file mode 100644 index 0000000..4f376b9 --- /dev/null +++ b/doc/rapport.bib @@ -0,0 +1,27 @@ +@article{tuffin2004randomization, + title={Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation*}, + author={Tuffin, Bruno}, + journal={Monte Carlo Methods and Applications mcma}, + volume={10}, + number={3-4}, + pages={617--628}, + year={2004} +} + +@article{etore:hal-00192540, + TITLE = {{Adaptive optimal allocation in stratified sampling methods}}, + AUTHOR = {Etore, Pierre and Jourdain, Benjamin}, + URL = {https://hal.archives-ouvertes.fr/hal-00192540}, + JOURNAL = {{Methodology and Computing in Applied Probability}}, + PUBLISHER = {{Springer Verlag}}, + VOLUME = {12}, + NUMBER = {3}, + PAGES = {335-360}, + YEAR = {2010}, + MONTH = Sep, + DOI = {10.1007/s11009-008-9108-0}, + KEYWORDS = {adaptive Monte Carlo methods ; stratified sampling ; mathematical finance}, + PDF = {https://hal.archives-ouvertes.fr/hal-00192540/file/propopt.pdf}, + HAL_ID = {hal-00192540}, + HAL_VERSION = {v2}, +} -- cgit v1.2.3-70-g09d2