Rare Event Simulation using Monte Carlo Methods

DOI10.1002/9780470745403zbMath1159.65003OpenAlexW34142743MaRDI QIDQ3616303

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Publication date: 24 March 2009

Full work available at URL: https://doi.org/10.1002/9780470745403

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to numerical analysis (65-06) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)

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