How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation
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Publication:3653121
DOI10.1080/15326340903291248zbMath1181.60076OpenAlexW2047880207MaRDI QIDQ3653121
Peter W. Glynn, Reuven Y. Rubinstein
Publication date: 18 December 2009
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: http://www.tandfonline.com/doi/abs/10.1080/15326340903291248
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