On Accelerating Monte Carlo Integration Using Orthogonal Projections

Asmussen S, Glynn P (2007) Stochastic simulation: algorithms and analysis. Springer-Verlag, New York

Beardon AF (1983) The geometry of discrete groups. Springer-Verlag, New York

Duan JC, Simonato JG (1998) Empirical martingale simulation for asset prices. Manag Sci 44(9):1218–1233

Fraleigh JB (2019) A first course in abstract algebra, 7edn. Pearson Education, India

Glasserman P (2004) Monte carlo methods in financial engineering. Springer, New York

Glasserman P, Heidelberger P, Shahabuddin P (1999) Asymptotically optimal importance sampling and stratification for pricing path-dependent options. Math Financ 9:117–152

L’Ecuyer P (1994) Efficiency improvement and variance reduction. In: Proceedings of the 1994 winter simulation conference, Orlando, pp 122–132

Neddermeyer JC (2011) Non-parametric partial importance sampling for financial derivative pricing. Quant Finance 11:1193–1206

Park JJ, Choe GH (2016) A new variance reduction method for option pricing based on sampling the vertices of a simplex. Quant Finance 16(8):1165–1173

Ren H, Zhao S, Ermon S (2019) Adaptive antithetic sampling for variance reduction. In: International conference on machine learning. PMLR, pp 5420–5428

Ross SM (2013) Simulation. Academic Press, New York