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View all- Dupuis PLeder KWang H(2007)Importance sampling for sums of random variables with regularly varying tailsACM Transactions on Modeling and Computer Simulation10.1145/1243991.124399517:3(14-es)Online publication date: 1-Jul-2007
- Blanchet JLiu JNicol DFujimoto R(2006)Efficient simulation for large deviation probabilities of sums of heavy-tailed incrementsProceedings of the 38th conference on Winter simulation10.5555/1218112.1218253(757-764)Online publication date: 3-Dec-2006