"Efficient splitting-based rare event simulation algorithms for ..."

Jose H. Blanchet, Yixi Shi (2013)

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DOI: 10.1109/WSC.2013.6721465

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  - https://dblp.org/rec/conf/wsc/BlanchetS13
Jose H. Blanchet, Yixi Shi:
Efficient splitting-based rare event simulation algorithms for heavy-tailed sums. WSC 2013: 724-735

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