Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
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Publication:5388070
DOI10.1287/moor.1070.0276zbMath1162.65308MaRDI QIDQ5388070
Sandeep Juneja, Paul Glasserman
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b50647edda622a27f695d5b999672effbde161d5
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