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