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Estimation
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Fu, Michael
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Hu, Jian-Qiang
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research
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ECONIS (ZBW)
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Gradient estimation
Fu, Michael
- In:
Simulation
,
(pp. 575-616)
.
2006
Persistent link: https://www.econbiz.de/10003588046
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2
Conditional Monte Carlo estimation of quantile sensitivities
Fu, Michael
;
Hong, L. Jeff
;
Hu, Jian-Qiang
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 2019-2027
Persistent link: https://www.econbiz.de/10003928512
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On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
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