Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
Josselin Garnier, Abdennebi Omrane, Youssef RouchdyVolume:
198
Year:
2009
Language:
english
Pages:
11
DOI:
10.1016/j.ejor.2008.09.026
File:
PDF, 1.18 MB
english, 2009