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Pathwise sensitivity estimation for expectations of discontinuous functions /

Thesis (Ph.D.)--Hong Kong University of Science and Technology, 2009. / Includes bibliographical references (p. 99-104).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/434201850
Date January 2009
CreatorsLiu, Guangwu.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract or full-text.

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