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"Pathwise Estimation of Probability Sensitivities Through Terminating or ..."

L. Jeff Hong, Guangwu Liu (2010)

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DOI: 10.1287/OPRE.1090.0739

access: closed

type: Journal Article

metadata version: 2020-03-31

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L. Jeff Hong, Guangwu Liu:
Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations. Oper. Res. 58(2): 357-370 (2010)

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