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]
@inproceedings{RheeG12,
title = {A new approach to unbiased estimation for SDE's},
author = {Chang-han Rhee and Peter W. Glynn},
year = {2012},
url = {http://dl.acm.org/citation.cfm?id=2429780},
researchr = {https://researchr.org/publication/RheeG12},
cites = {0},
citedby = {0},
pages = {17},
booktitle = {Winter Simulation Conference, WSC '12, Berlin, Germany, December 9-12, 2012},
editor = {Oliver Rose and Adelinde M. Uhrmacher},
publisher = {WSC},
}