"Efficient Rare-Event Simulation for Multiple Jump Events in Regularly ..."

Bohan Chen et al. (2019)

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DOI: 10.1287/MOOR.2018.0950

access: closed

type: Journal Article

metadata version: 2019-09-05

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Bohan Chen, Jose H. Blanchet, Chang-han Rhee, Bert Zwart:
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes. Math. Oper. Res. 44(3): 919-942 (2019)

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