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"Technical Note - On Estimating Quantile Sensitivities via Infinitesimal ..."

Guangxin Jiang, Michael C. Fu (2015)

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DOI: 10.1287/OPRE.2015.1356

access: closed

type: Journal Article

metadata version: 2020-03-31

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Guangxin Jiang, Michael C. Fu:
Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis. Oper. Res. 63(2): 435-441 (2015)

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