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Improved algorithms for rare event simulation with heavy tails
Asmussen, Søren, (2006)
Monte Carlo methods for simulation, optimization, and counting (in honor of Reuven Rubinstein's 70th birthday)
Kroese, Dirk P., (2011)
The cross entropy method : a unified approach to combinatorial optimization, Monte Carlo simulation and machine learning
Rubinstein, Reuven Y., (2004)