A check of a non-linear scheme for the Monte Carlo method

• 1 January 1971
• journal article
• Published by Elsevier in USSR Computational Mathematics and Mathematical Physics
• Vol. 11  (3) , 314-316
• https://doi.org/10.1016/0041-5553(71)90151-0

Abstract

Keywords

• MONTE CARLO METHOD
• LINEAR SCHEME
• CHECK