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Sensitivity estimation by Monte-Carlo simulation using likelihood ratio method with fixed-sample-path principle

Koji Fukuda, Yasuyuki Kudo. Sensitivity estimation by Monte-Carlo simulation using likelihood ratio method with fixed-sample-path principle. In 4th International Conference On Simulation And Modeling Methodologies, Technologies And Applications, SIMULTECH 2014, Vienna, Austria, August 28-30, 2014. pages 309-320, IEEE, 2014. [doi]

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