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scientific article; zbMATH DE number 879791
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scientific article; zbMATH DE number 879791

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    publication date
    16 June 1996
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    Mathematics Subject Classification ID
    60K25
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    65C99
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    90B22
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    65C20
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    zbMATH DE Number
    879791
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    zbMATH Keywords
    importance sampling
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    exponential change of measure
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    author
    Soren Asmussen
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    Reuven Y. Rubinstein
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