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@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},
}
|
