[IEEE 2017 Winter Simulation Conference (WSC) - Las Vegas, NV, USA (2017.12.3-2017.12.6)] 2017 Winter Simulation Conference (WSC) - Accurate computation of the right tail of the sum of dependent log-normal variates
Botev, Zdravko, L'Ecuyer, PierreYear:
2017
Language:
english
DOI:
10.1109/WSC.2017.8247924
File:
PDF, 181 KB
english, 2017