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"Multilevel Splitting for Estimating Rare Event Probabilities."

Paul Glasserman et al. (1999)

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DOI: 10.1287/OPRE.47.4.585

access: closed

type: Journal Article

metadata version: 2020-03-31

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  - https://dblp.org/rec/journals/ior/GlassermanHSZ99
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic:
Multilevel Splitting for Estimating Rare Event Probabilities. Oper. Res. 47(4): 585-600 (1999)

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