[IEEE 2009 Winter Simulation Conference - (WSC 2009) -...

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[IEEE 2009 Winter Simulation Conference - (WSC 2009) - Austin, TX, USA (2009.12.13-2009.12.16)] Proceedings of the 2009 Winter Simulation Conference (WSC) - Efficient rare event simulation of continuous time Markovian perpetuities

Blanchet, Jose, Glynn, Peter
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Year:
2009
Language:
english
DOI:
10.1109/wsc.2009.5429355
File:
PDF, 297 KB
english, 2009
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