{"id":"https://openalex.org/W150531289","doi":"https://doi.org/10.1017/cbo9781139173056.003","title":"Continuous-Time Monte Carlo Methods and Variance Reduction","display_name":"Continuous-Time Monte Carlo Methods and Variance Reduction","publication_year":1997,"publication_date":"1997-06-26","ids":{"openalex":"https://openalex.org/W150531289","doi":"https://doi.org/10.1017/cbo9781139173056.003","mag":"150531289"},"language":"en","primary_location":{"id":"doi:10.1017/cbo9781139173056.003","doi":"https://doi.org/10.1017/cbo9781139173056.003","is_oa":false,"landing_page_url":"https://doi.org/10.1017/cbo9781139173056.003","pdf_url":null,"source":{"id":"https://openalex.org/S4306462995","display_name":"Cambridge University Press eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Methods in Finance","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W1977444260","display_name":"Numerical Methods in Finance"},"type":"book-chapter","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5003073334","display_name":"Nigel J. Newton","orcid":"https://orcid.org/0000-0001-5977-4594","observed_orcids":["https://orcid.org/0000-0001-5977-4594"]},"institutions":[{"id":"https://openalex.org/I110002522","display_name":"University of Essex","ror":"https://ror.org/02nkf1q06","country_code":"GB","type":"education","lineage":["https://openalex.org/I110002522"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Nigel J. Newton","raw_affiliation_strings":["University of Essex"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Essex","institution_ids":["https://openalex.org/I110002522"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5003073334"],"corresponding_institution_ids":["https://openalex.org/I110002522"],"apc_list":null,"apc_paid":null,"fwci":9.6654,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.97038604,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"22","last_page":"42"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.538100004196167,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.538100004196167,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.3677000105381012,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.025299999862909317,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/variance-reduction","display_name":"variance reduction","score":0.9769999980926514},{"id":"https://openalex.org/keywords/stochastic-differential-equations","display_name":"stochastic differential equations","score":0.6819999814033508},{"id":"https://openalex.org/keywords/numerical-approximation-of-sdes","display_name":"numerical approximation of SDEs","score":0.6330000162124634}],"concepts":[{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.8352370858192444},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7409088015556335},{"id":"https://openalex.org/C121683094","wikidata":"https://www.wikidata.org/wiki/Q3554721","display_name":"Control variates","level":5,"score":0.6282165050506592},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.544727623462677},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5207302570343018},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.48831483721733093},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3993828594684601},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34862372279167175},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.3482467532157898},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.32369697093963623},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.31187981367111206},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.29536527395248413},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.16526484489440918},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.08570468425750732},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/cbo9781139173056.003","doi":"https://doi.org/10.1017/cbo9781139173056.003","is_oa":false,"landing_page_url":"https://doi.org/10.1017/cbo9781139173056.003","pdf_url":null,"source":{"id":"https://openalex.org/S4306462995","display_name":"Cambridge University Press eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Methods in Finance","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2494634982","https://openalex.org/W2503190817","https://openalex.org/W4308271917","https://openalex.org/W3123428841","https://openalex.org/W2915410496","https://openalex.org/W4254126087","https://openalex.org/W2292270116","https://openalex.org/W2504465643","https://openalex.org/W2578935173","https://openalex.org/W4388961599"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2017,"cited_by_count":7},{"year":2012,"cited_by_count":6}],"updated_date":"2026-10-10T09:11:00.788812","created_date":"2016-06-24T00:00:00"}