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[IEEE 2015 Winter Simulation Conference (WSC) - Huntington Beach, CA, USA (2015.12.6-2015.12.9)] 2015 Winter Simulation Conference (WSC) - Unbiased Monte Carlo computation of smooth functions of expectations via Taylor expansions
Blanchet, Jose H., Nan Chen,, Glynn, Peter W.Year:
2015
Language:
english
DOI:
10.1109/wsc.2015.7408178
File:
PDF, 159 KB
english, 2015