Rare-event probability estimation with conditional Monte Carlo
Joshua C. C. Chan; Dirk P. Kroese
| Year of publication: |
2011
|
|---|---|
| Authors: | Chan, Joshua C. C. ; Kroese, Dirk P. |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 189.2011, p. 43-61
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009305739