Note: On the Interchange of Derivative and Expectation for...

Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators

L'Ecuyer, Pierre
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Volume:
41
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.41.4.738
Date:
April, 1995
File:
PDF, 646 KB
english, 1995
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