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"Asymptotic formulas for the derivatives of probability functions and their ..."
Josselin Garnier, Abdennebi Omrane, Youssef Rouchdy (2009)
- Josselin Garnier, Abdennebi Omrane, Youssef Rouchdy:
Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations. Eur. J. Oper. Res. 198(3): 848-858 (2009)
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