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~isPartOf:"Mathematics of operations research"
~person:"Chen, Bohan"
~subject:"Nichtkooperatives Spiel"
~subject:"Probability theory"
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Nichtkooperatives Spiel
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Chen, Bohan
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Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound poisson processes
Chen, Bohan
;
Blanchet, Jose
;
Rhee, Chang-Han
;
Zwart, Bert
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 919-942
Persistent link: https://www.econbiz.de/10012105807
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