G. A. Mikhailov, “Efficient algorithms of the Monte-Carlo method for computing the correlation characteristics of conditional mathematical expectations”, Zh. Vychisl. Mat. Mat. Fiz., 1977, Volume 17, Number 1,Pages <nobr>246

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Zh. Vychisl. Mat. Mat. Fiz., 1977 Volume 17, Number 1, Pages 246–249 (Mi zvmmf5922)

This article is cited in 10 papers

Scientific communications

Efficient algorithms of the Monte-Carlo method for computing the correlation characteristics of conditional mathematical expectations

G. A. Mikhailov

Novosibirsk

UDC: 518:53

MSC: Primary 65C05; Secondary 62H20

Received: 10.03.1975

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English version: USSR Computational Mathematics and Mathematical Physics, 1977, 17:1, 244–247

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