Efficient rare-event simulation for perpetuities

2012-01-01

Stochastic Processes and their Applications , Volume 122 p. 3361- 3392

Additional Metadata
THEME	Logistics (theme 3), Energy (theme 4)
Publisher	North-Holland Publishing Company
Journal	Stochastic Processes and their Applications
Citation APA Style AAA Style APA 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, A.P. (2012). Efficient rare-event simulation for perpetuities. Stochastic Processes and their Applications, 122, 3361–3392.

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