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"Second Order Discretization of Bismut-Elworthy-Li Formula: Application to ..."
Toshihiro Yamada, Kenta Yamamoto (2019)
- Toshihiro Yamada, Kenta Yamamoto:
Second Order Discretization of Bismut-Elworthy-Li Formula: Application to Sensitivity Analysis. SIAM/ASA J. Uncertain. Quantification 7(1): 143-173 (2019)
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