Efficient rare event simulation for heavy-tailed compound...

ACM Transactions on Modeling and Computer Simulation 2011 / 02 Vol. 21; Iss. 2

Efficient rare event simulation for heavy-tailed compound sums

Blanchet, Jose, Li, Chenxin
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Volume:
21
Language:
english
Journal:
ACM Transactions on Modeling and Computer Simulation
DOI:
10.1145/1899396.1899397
Date:
February, 2011
File:
PDF, 215 KB
english, 2011
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