Title :
Derivative Estimates From Discontinuous Realizations: Smoothing Techniques
Author :
Glasserman, Paul ; Gong, Wei-Bo
Author_Institution :
AT&T Bell Laboratories
Keywords :
Numerical simulation; Smoothing methods; State-space methods; Stochastic processes; Yield estimation;
Conference_Titel :
Simulation Conference Proceedings, 1989. Winter
Print_ISBN :
0-911801-58-8
DOI :
10.1109/WSC.1989.718703
