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Commentaries - Additional Perspectives on Simulation for Optimization
Glynn, Peter W.
- In:
INFORMS journal on computing : JOC
14
(
2002
)
3
,
pp. 220-222
Persistent link: https://www.econbiz.de/10007108528
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Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
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