Study of new rare event simulation schemes and their application to extreme scenario generation
Agarwal, Ankush, De Marco, Stefano, Gobet, Emmanuel, Liu, GangLanguage:
english
Journal:
Mathematics and Computers in Simulation
DOI:
10.1016/j.matcom.2017.05.004
Date:
May, 2017
File:
PDF, 412 KB
english, 2017