2005
On asymptotically efficient simulation of large deviation probabilities
Publication
Publication
Advances in Applied Probability , Volume 37 p. 539- 552
Additional Metadata | |
---|---|
, | |
Applied Probability Trust | |
Advances in Applied Probability | |
Organisation | Stochastics |
Dieker, T., & Mandjes, M. (2005). On asymptotically efficient simulation of large deviation probabilities. Advances in Applied Probability, 37, 539–552. |