Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2019
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2018.0950