Sensitivity Estimates from Characteristic Functions
| Year of publication: |
2010
|
|---|---|
| Authors: | Glasserman, Paul ; Liu, Zongjian |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 58.2010, 6, p. 1611-1624
|