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"Unbiased Estimation with Square Root Convergence for SDE Models."

Chang-han Rhee, Peter W. Glynn (2015)

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DOI: 10.1287/OPRE.2015.1404

access: closed

type: Journal Article

metadata version: 2020-03-31

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Chang-han Rhee, Peter W. Glynn:
Unbiased Estimation with Square Root Convergence for SDE Models. Oper. Res. 63(5): 1026-1043 (2015)

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