Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
| Year of publication: |
2009
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|---|---|
| Authors: | Garnier, Josselin ; Omrane, Abdennebi ; Rouchdy, Youssef |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 198.2009, 3, p. 848-858
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