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Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions.

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Bibliographic Details
Title: Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions.
Authors: Wang, Wenjia1 (AUTHOR) wenjiawang@ust.hk, Wang, Yanyuan2 (AUTHOR) yanyuan.wang@connect.ust.hk, Zhang, Xiaowei2 (AUTHOR) xiaoweiz@ust.hk
Source: Management Science (INFORMS). Dec2024, Vol. 70 Issue 12, p9031-9057. 27p.
Database: Business Source Ultimate
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ISSN:00251909
DOI:10.1287/mnsc.2022.00204