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"Rare-event probability estimation with conditional Monte Carlo."

Joshua C. C. Chan, Dirk P. Kroese (2011)

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DOI: 10.1007/S10479-009-0539-Y

access: closed

type: Journal Article

metadata version: 2023-08-28

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Joshua C. C. Chan, Dirk P. Kroese:
Rare-event probability estimation with conditional Monte Carlo. Ann. Oper. Res. 189(1): 43-61 (2011)

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