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"Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes."

Wanmo Kang, Jong Mun Lee (2019)

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DOI: 10.1287/MOOR.2017.0926

access: closed

type: Journal Article

metadata version: 2019-05-31

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Wanmo Kang, Jong Mun Lee:
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes. Math. Oper. Res. 44(1): 334-353 (2019)

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