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Importance Sampling in Rare Event Simulation
Home
Publications
Importance Sampling in Rare Event Simulation
Importance Sampling in Rare Event Simulation
Pierre L'Ecuyer
Pierre L'Ecuyer
Michel Mandjes
Michel Mandjes
Bruno Tuffin
Bruno Tuffin
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17 March 2009
book chapter
other
Published by
Wiley
p.
17-38
https://doi.org/10.1002/9780470745403.ch2
Abstract
No abstract available
Cited by 26 articles