Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and Round Robin Tournaments
Mark Brown; Erol A. Peköz; Sheldon M. Ross
| Year of publication: |
2011
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| Authors: | Brown, Mark ; Peköz, Erol A. ; Ross, Sheldon M. |
| Published in: |
Stochastic analysis, stochastic systems, and applications to finance. - New Jersey [u.a.] : World Scientific, ISBN 981-4355-70-4. - 2011, p. 101-113
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| Subject: | Theorie | Theory | Simulation | Scheduling-Verfahren | Scheduling problem |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009271680