Asymptotic Properties of Monte Carlo Estimators of...

Asymptotic Properties of Monte Carlo Estimators of Derivatives

Detemple, Jérôme, Garcia, René, Rindisbacher, Marcel
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Volume:
51
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1050.0398
Date:
November, 2005
File:
PDF, 331 KB
english, 2005
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