Unbiased Estimation with Square Root Convergence for SDE Models
Published Online:17 Aug 2015https://doi.org/10.1287/opre.2015.1404
Supplemental Material
opre.2015.1404-sm.pdf (386 KB)
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Volume 63, Issue 5
September-October 2015
Pages ii-iv, 979-1244
Article Information
Supplemental Material
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Information
- Received:August 01, 2013
- Accepted:May 01, 2015
- Published Online:August 17, 2015
Copyright © 2015, INFORMS
Cite as
Chang-Han Rhee, Peter W. Glynn (2015) Unbiased Estimation with Square Root Convergence for SDE Models. Operations Research 63(5):1026-1043.
https://doi.org/10.1287/opre.2015.1404
Keywords
