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]

@inproceedings{FukudaK14,
  title = {Sensitivity estimation by Monte-Carlo simulation using likelihood ratio method with fixed-sample-path principle},
  author = {Koji Fukuda and Yasuyuki Kudo},
  year = {2014},
  url = {http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=7095041},
  researchr = {https://researchr.org/publication/FukudaK14},
  cites = {0},
  citedby = {0},
  pages = {309-320},
  booktitle = {4th International Conference On Simulation And Modeling Methodologies, Technologies And Applications, SIMULTECH 2014, Vienna, Austria, August 28-30, 2014},
  publisher = {IEEE},
  isbn = {978-989-758-060-4},
}