What you should know about simulation and derivatives (Q3612294): Difference between revisions

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+Application of perturbation analysis to a class of periodic review (s, S) inventory systems
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+Optimization of (s, S) Inventory Systems with Random Lead Times and a Service Level Constraint
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+Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation
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+Estimating Security Price Derivatives Using Simulation
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+Realization probabilities. The dynamics of queuing systems
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+Introduction to Discrete Event Systems
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+Malliavin Greeks without Malliavin calculus
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
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+Feature Article: Optimization for simulation: Theory vs. Practice
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+Sample Path Derivatives for (s, S) Inventory Systems
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+Sensitivity Analysis for Monte Carlo Simulation of Option Pricing
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+Efficient Design and Sensitivity Analysis of Control Charts Using Monte Carlo Simulation
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+Sensitivity Analysis for Base-Stock Levels in Multiechelon Production-Inventory Systems
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+Smoothed (conditional) perturbation analysis of discrete event dynamical systems
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+Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach
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+OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH
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+Estimating Quantile Sensitivities
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+Simulating Sensitivities of Conditional Value at Risk
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+Overbooking with Substitutable Inventory Classes
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+Sampling derivatives of probabilities
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+INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION
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+Approximate Dynamic Programming
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+Sensitivity Analysis for Simulations via Likelihood Ratios
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+Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the <i>M</i>/<i>G</i>/1 Queue
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+Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options
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