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"C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate ..."

Soumyadip Ghosh, Raghu Pasupathy (2012)

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DOI: 10.1287/IJOC.1100.0447

access: closed

type: Journal Article

metadata version: 2020-03-15

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Soumyadip Ghosh, Raghu Pasupathy:
C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions. INFORMS J. Comput. 24(2): 295-310 (2012)

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