L. Jeff Hong, Guangwu Liu. Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations. Operations Research, 58(2):357-370, 2010. [doi]
@article{HongL10-0,
title = {Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations},
author = {L. Jeff Hong and Guangwu Liu},
year = {2010},
doi = {10.1287/opre.1090.0739},
url = {http://dx.doi.org/10.1287/opre.1090.0739},
researchr = {https://researchr.org/publication/HongL10-0},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {58},
number = {2},
pages = {357-370},
}