2012
Efficient rare-event simulation for perpetuities
Publication
Publication
Stochastic Processes and their Applications , Volume 122 p. 3361- 3392
Additional Metadata | |
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Logistics (theme 3), Energy (theme 4) | |
North-Holland Publishing Company | |
Stochastic Processes and their Applications | |
Organisation | Stochastics |
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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