Sensitivity Analysis Using the Monte Carlo Acceptance-Rejection Method

George S. Fishman. Sensitivity Analysis Using the Monte Carlo Acceptance-Rejection Method. SIAM J. Scientific Computing, 11(6):1164-1180, 1990. [doi]

@article{Fishman90-0,
  title = {Sensitivity Analysis Using the Monte Carlo Acceptance-Rejection Method},
  author = {George S. Fishman},
  year = {1990},
  doi = {10.1137/0911066},
  url = {http://dx.doi.org/10.1137/0911066},
  researchr = {https://researchr.org/publication/Fishman90-0},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {11},
  number = {6},
  pages = {1164-1180},
}