"Rare-event simulation for stochastic recurrence equations with ..."

Jose H. Blanchet, Henrik Hult, Kevin Leder (2013)

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DOI: 10.1145/2517451

access: closed

type: Journal Article

metadata version: 2018-11-06

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Jose H. Blanchet, Henrik Hult, Kevin Leder:
Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations. ACM Trans. Model. Comput. Simul. 23(4): 22:1-22:25 (2013)

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