A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains
Lipshutz, David, Ramanan, KavitaVolume:
9
Langue:
english
Journal:
Stochastic Systems
DOI:
10.1287/stsy.2019.0031
Date:
June, 2019
Fichier:
PDF, 1.09 MB
english, 2019