Efficient rare-event simulation for perpetuities

2012

Additional Metadata
THEME	Logistics (theme 3), Energy (theme 4)
Publisher	North-Holland Publishing Company
Journal	Stochastic Processes and their Applications
Organisation	Stochastics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Blanchet, J., Lam, H.& Zwart, B. (2012). Efficient rare-event simulation for perpetuities. Stochastic Processes and Their Applications, 122, 3361–3392.

Publication