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Efficient Nested Simulation for Estimating the Variance of a Conditional Expectation
Sun, Yunpeng, Apley, Daniel W., Staum, JeremyVolume:
59
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.1110.0932
Date:
August, 2011
File:
PDF, 1.02 MB
english, 2011