State-dependent importance sampling for regularly varying...

Advances in Applied Probability 2008 / 12 Vol. 40; Iss. 4

State-dependent importance sampling for regularly varying random walks

Blanchet, Jose H., Liu, Jingchen
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Volume:
40
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1017/s0001867800002986
Date:
December, 2008
File:
PDF, 229 KB
english, 2008
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