Article ID: | iaor19911793 |
Country: | United States |
Volume: | 35 |
Issue: | 11 |
Start Page Number: | 1297 |
End Page Number: | 1315 |
Publication Date: | Nov 1989 |
Journal: | Management Science |
Authors: | Glynn Peter W., Fox Bennett |
Keywords: | finance & banking, stochastic processes |
The authors numerically estimate, via simulation, the expected infinite-horizon discounted cost