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"Rare-event simulation for a multidimensional random walk with t ..."

Jose H. Blanchet, Jingchen Liu (2007)

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DOI: 10.1109/WSC.2007.4419628

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  dblp key:
  - conf/wsc/BlanchetL07a
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  persistent URL:
  - https://dblp.org/rec/conf/wsc/BlanchetL07a
Jose H. Blanchet, Jingchen Liu:
Rare-event simulation for a multidimensional random walk with t distributed increments. WSC 2007: 395-402

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