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ORCID"Efficient rare event simulation for heavy-tailed compound sums."
Jose H. Blanchet, Chenxin Li (2011)
- Jose H. Blanchet, Chenxin Li:
Efficient rare event simulation for heavy-tailed compound sums. ACM Trans. Model. Comput. Simul. 21(2): 9:1-9:23 (2011)
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