Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
| Year of publication: |
2008
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|---|---|
| Authors: | Glasserman, Paul ; Juneja, Sandeep |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 33.2008, 1, p. 36-50
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