"Study of new rare event simulation schemes and their application to ..."

Ankush Agarwal et al. (2018)

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DOI: 10.1016/J.MATCOM.2017.05.004

access: closed

type: Journal Article

metadata version: 2020-03-04

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Ankush Agarwal, Stefano De Marco, Emmanuel Gobet, Gang Liu:
Study of new rare event simulation schemes and their application to extreme scenario generation. Math. Comput. Simul. 143: 89-98 (2018)

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