7 results
Gradient estimation for smooth stopping criteria
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- Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
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- 15 June 2022, pp. 29-55
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- March 2023
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Nonergodic Jackson networks with infinite supply–local stabilization and local equilibrium analysis
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- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
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- 09 December 2016, pp. 1125-1142
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- December 2016
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Perturbation analysis of inhomogeneous finite Markov chains
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- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
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- 24 March 2016, pp. 255-273
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- March 2016
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SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS
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- Probability in the Engineering and Informational Sciences / Volume 21 / Issue 3 / July 2007
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- 08 August 2007, pp. 381-400
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Taylor series expansions for stationary Markov chains
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- Advances in Applied Probability / Volume 35 / Issue 4 / December 2003
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- 01 July 2016, pp. 1046-1070
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- December 2003
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OPTION PRICING VIA MONTE CARLO SIMULATION: A WEAK DERIVATIVE APPROACH
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 3 / July 2001
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- 27 July 2001, pp. 335-349
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A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system
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- Journal of Applied Probability / Volume 38 / Issue 2 / June 2001
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- 14 July 2016, pp. 386-406
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- June 2001
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