{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,22]],"date-time":"2026-07-22T20:25:51Z","timestamp":1784751951132,"version":"3.55.0"},"reference-count":16,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2009,11,21]],"date-time":"2009-11-21T00:00:00Z","timestamp":1258761600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2011,9]]},"DOI":"10.1007\/s10479-009-0638-9","type":"journal-article","created":{"date-parts":[[2009,11,19]],"date-time":"2009-11-19T23:05:52Z","timestamp":1258671952000},"page":"127-154","source":"Crossref","is-referenced-by-count":16,"title":["On adaptive stratification"],"prefix":"10.1007","volume":"189","author":[{"given":"Pierre","family":"Etore","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Gersende","family":"Fort","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Benjamin","family":"Jourdain","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Eric","family":"Moulines","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2009,11,21]]},"reference":[{"key":"638_CR1","doi-asserted-by":"crossref","unstructured":"Alfonsi, A. (2009, to appear). High order discretization scheme for the CIR process: application to affine term structure and Heston model. Mathematics of Computation.","DOI":"10.1090\/S0025-5718-09-02252-2"},{"issue":"1","key":"638_CR2","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1515\/156939604323091180","volume":"10","author":"B. Arouna","year":"2004","unstructured":"Arouna, B. (2004). Adaptative Monte Carlo method, a variance reduction technique. Monte Carlo Methods and Applications, 10(1), 1\u201324.","journal-title":"Monte Carlo Methods and Applications"},{"key":"638_CR3","series-title":"Stochastic modelling and applied probability","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-387-69033-9","volume-title":"Stochastic simulation: algorithms and analysis","author":"S. Asmussen","year":"2007","unstructured":"Asmussen, S., & Glynn, P. W. (2007). Stochastic modelling and applied probability: Vol.\u00a057. Stochastic simulation: algorithms and analysis. New York: Springer."},{"key":"638_CR4","series-title":"Cambridge studies in advanced mathematics","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511755347","volume-title":"Real analysis and probability","author":"R. M. Dudley","year":"2002","unstructured":"Dudley, R. M. (2002). Cambridge studies in advanced mathematics: Vol.\u00a074. Real analysis and probability. Cambridge: Cambridge University Press. Revised reprint of the 1989 original."},{"issue":"2","key":"638_CR5","first-page":"117","volume":"9","author":"P. Etore","year":"2009","unstructured":"Etore, P., & Jourdain, B. (2009). Adaptive optimal allocation in stratified sampling methods. Methodology and Computing in Applied Probability, 9(2), 117\u2013152.","journal-title":"Methodology and Computing in Applied Probability"},{"key":"638_CR6","unstructured":"Etore, P., Fort, G., Jourdain, B., & Moulines, E. (2008). On adaptive stratification (Technical Report). arXiv:0809.1135 math.PR."},{"key":"638_CR7","series-title":"Stochastic modelling and applied probability","volume-title":"Monte Carlo methods in financial engineering","author":"P. Glasserman","year":"2004","unstructured":"Glasserman, P. (2004). Stochastic modelling and applied probability: Vol.\u00a053. Monte Carlo methods in financial engineering. New York: Springer."},{"issue":"2","key":"638_CR8","doi-asserted-by":"crossref","first-page":"117","DOI":"10.1111\/1467-9965.00065","volume":"9","author":"P. Glasserman","year":"1999","unstructured":"Glasserman, P., Heidelberger, P., & Shahabuddin, P. (1999). Asymptotically optimal importance sampling and stratification for pricing path-dependent options. Mathematical Finance, 9(2), 117\u2013152.","journal-title":"Mathematical Finance"},{"key":"638_CR9","unstructured":"Judistsky, A., Lan, G., Nemirovski, A., & Shapiro, A. (2007). Stochastic approximation approach to stochastic programming (Technical Report). http:\/\/www2.isye.gatech.edu\/~nemirovs\/ ."},{"issue":"3","key":"638_CR10","doi-asserted-by":"crossref","first-page":"197","DOI":"10.1515\/mcma.2007.010","volume":"13","author":"R. Kawai","year":"2007","unstructured":"Kawai, R. (2007). Adaptive Monte Carlo variance reduction with two-time-scale stochastic approximation. Monte Carlo Methods and Applications, 13(3), 197\u2013217.","journal-title":"Monte Carlo Methods and Applications"},{"key":"638_CR11","series-title":"Stochastic modelling and applied probability","volume-title":"Stochastic approximation and recursive algorithms and applications","author":"H. J. Kushner","year":"2003","unstructured":"Kushner, H. J., & Yin, G. (2003). Stochastic modelling and applied probability: Vol.\u00a035. Stochastic approximation and recursive algorithms and applications (2nd ed.). New York: Springer.","edition":"2"},{"issue":"2","key":"638_CR12","doi-asserted-by":"crossref","first-page":"541","DOI":"10.1111\/j.2517-6161.1992.tb01895.x","volume":"54","author":"A. B. Owen","year":"1992","unstructured":"Owen, A. B. (1992). A central limit theorem for Latin hypercube sampling. Journal of the Royal Statistical Society, Series B, 54(2), 541\u2013551.","journal-title":"Journal of the Royal Statistical Society, Series B"},{"key":"638_CR13","unstructured":"Owen, A. (2003). Quasi Monte Carlo sampling. In Monte Carlo ray tracing: Siggraph 2003 course."},{"key":"638_CR14","series-title":"The Kluwer international series in engineering and computer science","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4613-1449-3","volume-title":"Optimization of stochastic models. The interface between simulation and optimization","author":"G. Ch. Pflug","year":"1996","unstructured":"Pflug, G. Ch. (1996). The Kluwer international series in engineering and computer science: Vol.\u00a0373. Optimization of stochastic models. The interface between simulation and optimization. Dordrecht: Kluwer Academic."},{"key":"638_CR15","series-title":"Information science and statistics","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-4321-0","volume-title":"The cross-entropy method. A\u00a0unified approach to combinatorial optimization, Monte-Carlo simulation, and machine learning","author":"R. Y. Rubinstein","year":"2004","unstructured":"Rubinstein, R. Y., & Kroese, D. P. (2004). Information science and statistics. The cross-entropy method. A\u00a0unified approach to combinatorial optimization, Monte-Carlo simulation, and machine learning. New York: Springer."},{"key":"638_CR16","series-title":"Wiley series in probability and statistics","volume-title":"Simulation and the Monte Carlo method","author":"R. Y. Rubinstein","year":"2008","unstructured":"Rubinstein, R. Y., & Kroese, D. P. (2008). Wiley series in probability and statistics. Simulation and the Monte Carlo method (2nd ed.). New York: Wiley.","edition":"2"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-009-0638-9.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-009-0638-9\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-009-0638-9","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,13]],"date-time":"2025-02-13T09:56:02Z","timestamp":1739440562000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-009-0638-9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,11,21]]},"references-count":16,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2011,9]]}},"alternative-id":["638"],"URL":"https:\/\/doi.org\/10.1007\/s10479-009-0638-9","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,11,21]]}}}