ARTICLES - Multilevel Splitting for Estimating Rare Event Probabilities
Year of publication: |
1999
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Authors: | Glasserman, Paul ; Heidelberger, Philip ; Shahabuddin, Perwez ; Zajic, Tim |
Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 47.1999, 4, p. 585-600
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