Asymptotic Properties of Monte Carlo Estimators of Derivatives
Published Online:1 Nov 2005https://doi.org/10.1287/mnsc.1050.0398
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Volume 51, Issue 11
November 2005
Pages 1593-1732
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- Received:April 24, 2002
- Published Online:November 01, 2005
© 2005 INFORMS
Cite as
Jérôme Detemple, René Garcia, Marcel Rindisbacher, (2005) Asymptotic Properties of Monte Carlo Estimators of Derivatives. Management Science 51(11):1657-1675.
https://doi.org/10.1287/mnsc.1050.0398
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