✦ LIBER ✦

Efficient rare-event simulation for perpetuities

✍ Scribed by Jose Blanchet; Henry Lam; Bert Zwart

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rare event simulation

✍ Görg, Carmelita ;Giordano, Stefano 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 249 KB

Efficient rare event simulation for heav

✍ Blanchet, Jose; Shi, Yixi 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 316 KB

Editorial: rare-event simulation for que

✍ Jose Blanchet; Michel Mandjes 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 134 KB

New efficient estimators in rare event s

✍ Nguyen, Quang Huy; Robert, Christian Y. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 389 KB

Introduction to Rare Event Simulation

✍ Peter J. Smith 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

Rare event simulation for a slotted time

✍ J. Blanchet; P. Glynn; H. Lam 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 554 KB