Stratified regression-based variance reduction approach for weak   approximation schemes
  In this paper we suggest a modification of the regression-based variance reduction approach recently proposed in Belomestny et al. This modification is based on the stratification technique and allows for a further significant variance reduction. The performance of the proposed approach is illustrated by several numerical examples. 
Denis Belomestny, Stefan H\"afner and Mikhail Urusov
q-fin.CP