"Unbiased monte carlo computation of smooth functions of expectations via ..."

Jose H. Blanchet, Nan Chen, Peter W. Glynn (2015)

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DOI: 10.1109/WSC.2015.7408178

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  - https://dblp.org/rec/conf/wsc/BlanchetCG15
Jose H. Blanchet, Nan Chen, Peter W. Glynn:
Unbiased monte carlo computation of smooth functions of expectations via Taylor expansions. WSC 2015: 360-367

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