this paper presents an analytical view of variance reduction by control variate technique for pricing arithmetic asian options as a financial derivatives. in this paper, the effect of correlation between two random variables is shown. we propose an efficient method for choose suitable control in pricing arithmetic asian options based on the control variates (cv). the numerical experiment shows ...

the reduction of fe2o3 powder at the top layer by the volatiles from high volatile (hv) bituminous coalat the bottom layer of a multilayer powder geometry including a separating alumina layer was studied.the simultaneous effects of the alumina layer thickness, time, temperature and the weight of coal onthe amount of reduction and coal devolatilization were studied by implementing a rotatable ce...

background: various variance reduction techniques such as forced detection (fd) have been implemented in monte carlo (mc) simulation of nuclear medicine in an effort to decrease the simulation time while keeping accuracy. however most of these techniques still result in very long mc simulation times for being implemented into routine use. materials and methods: convolution-based forced detectio...

Abstract In this paper, motivated by the competitive performance of proximal stochastic variance reduction gradient (Prox-SVRG) method, a novel general inertial Prox-SVRG (GIProx-SVRG) algorithm is proposed for solving class nonconvex finite sum problems. More precisely, Nesterov’s momentum trick-based extrapolation accelerated step incorporated into framework method. The GIProx-SVRG possesses ...