Efficient simulation of tail probabilities of sums of

Efficient simulation of tail probabilities of sums of

Søren Asmussen, José Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
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Volume:
189
Language:
english
Pages:
19
DOI:
10.1007/s10479-009-0658-5
Date:
September, 2011
File:
PDF, 597 KB
english, 2011
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