Asymptotic Properties of Monte Carlo Estimators of Derivatives

B-Tier

Journal: Management Science

Year: 2005

Volume: 51

Issue: 11

Pages: 1657-1675

Authors (3)

Jérôme Detemple (Boston University) René Garcia (not in RePEc) Marcel Rindisbacher (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count