A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters (Q4969338)
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scientific article; zbMATH DE number 7255255
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| English | A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters |
scientific article; zbMATH DE number 7255255 |
Statements
A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (English)
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5 October 2020
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simulation
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stochastic derivative estimation
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discontinuous sample performance
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likelihood ratio
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perturbation analysis
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weak derivative
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0.8146480321884155
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0.7264918684959412
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0.7055883407592773
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0.7055883407592773
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