"Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities."

Jose H. Blanchet, Peter W. Glynn (2009)

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DOI: 10.1109/WSC.2009.5429355

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  - https://dblp.org/rec/conf/wsc/BlanchetG09
Jose H. Blanchet, Peter W. Glynn:
Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities. WSC 2009: 444-451

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