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"Uniformly Efficient Importance Sampling for the Tail Distribution of Sums ..."

Paul Glasserman, Sandeep Juneja (2008)

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DOI: 10.1287/MOOR.1070.0276

access: closed

type: Journal Article

metadata version: 2022-04-29

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Paul Glasserman, Sandeep Juneja:
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables. Math. Oper. Res. 33(1): 36-50 (2008)

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