"Importance sampling for stochastic recurrence equations with heavy tailed ..."

Jose H. Blanchet, Henrik Hult, Kevin Leder (2011)

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DOI: 10.1109/WSC.2011.6148074

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Jose H. Blanchet, Henrik Hult, Kevin Leder:
Importance sampling for stochastic recurrence equations with heavy tailed increments. WSC 2011: 3829-3836

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