Chang-Han Rhee
Author
Alternate names Chang‐Han Rhee, Chang-han Rhee
Institution Northwestern University
Past institutions Northwestern University, Centrum Wiskunde & Informatica, Management Sciences (United States), Georgia Institute of Technology, Stanford University
ORCID: Yes
H-index: 7
I10-index: 6
Works count: 34
Citations count: 439
Unbiased Estimation with Square Root Convergence for SDE Models
2015 · Chang-Han Rhee, Peter W. Glynn · Operations Research
Exact estimation for Markov chain equilibrium expectations
2014 · Peter W. Glynn, Chang-Han Rhee · Journal of Applied Probability
A new approach to unbiased estimation for SDE's
2012 · Chang-Han Rhee, Peter W. Glynn · Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)