Josselin Garnier, Abdennebi Omrane, Youssef Rouchdy. Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations. European Journal of Operational Research, 198(3):848-858, 2009. [doi]
@article{GarnierOR09,
title = {Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations},
author = {Josselin Garnier and Abdennebi Omrane and Youssef Rouchdy},
year = {2009},
doi = {10.1016/j.ejor.2008.09.026},
url = {http://dx.doi.org/10.1016/j.ejor.2008.09.026},
researchr = {https://researchr.org/publication/GarnierOR09},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {198},
number = {3},
pages = {848-858},
}