New efficient estimators in rare event simulation with heavy tails

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Publication:390439

DOI10.1016/J.CAM.2013.10.044zbMath1418.62219OpenAlexW2008586314MaRDI QIDQ390439

Quang Huy Nguyen, Christian Y. Robert

Publication date: 8 January 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.10.044




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