"Importance sampling in stochastic optimization: An application to ..."

Jonas Ekblom, Jörgen Blomvall (2020)

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DOI: 10.1016/J.EJOR.2019.01.013

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type: Journal Article

metadata version: 2020-05-04

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Jonas Ekblom, Jörgen Blomvall:
Importance sampling in stochastic optimization: An application to intertemporal portfolio choice. Eur. J. Oper. Res. 285(1): 106-119 (2020)

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