Paul Glasserman, Wei-Bo Gong. Derivative estimates from discontinuous realizations: smoothing techniques. In Edward A. MacNair, Kenneth J. Musselman, Philip Heidelberger, editors, Proceedings of the 21st Winter Simulation Conference, Washington, DC, USA, December 4-6, 1989. pages 381-389, ACM Press, 1989. [doi]
Abstract is missing.