A new approach to unbiased estimation for SDE's

Chang-han Rhee, Peter W. Glynn. A new approach to unbiased estimation for SDE's. In Oliver Rose, Adelinde M. Uhrmacher, editors, Winter Simulation Conference, WSC '12, Berlin, Germany, December 9-12, 2012. pages 17, WSC, 2012. [doi]

Authors

Chang-han Rhee

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Peter W. Glynn

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