DocumentCode

3531084

Title

Derivative Estimates From Discontinuous Realizations: Smoothing Techniques

Author

Glasserman, Paul ; Gong, Wei-Bo

Author_Institution

AT&T Bell Laboratories

fYear

1989

fDate

4-6 Dec 1989

Firstpage

381

Lastpage

389

Keywords

Numerical simulation; Smoothing methods; State-space methods; Stochastic processes; Yield estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Simulation Conference Proceedings, 1989. Winter

Print_ISBN

0-911801-58-8

Type

conf

DOI

10.1109/WSC.1989.718703

Filename

718703