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EFFICIENT IMPORTANCE SAMPLING IN RUIN PROBLEMS FOR MULTIDIMENSIONAL REGULARLY VARYING RANDOM WALKS
JOSE BLANCHET and JINGCHEN LIUVolume:
47
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/20778481
Date:
June, 2010
File:
PDF, 1.55 MB
english, 2010