Multilevel Splitting for Estimating Rare Event Probabilities
- 期刊名称Operations Research
- 作者Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
- 卷第47卷
- 期第4期
- 印刷ISSN0030-364X
- 电子ISSN1526-5463
- 文件大小275.98KB
- 发表时间1999-08
- DOI10.1287/opre.47.4.585
- 页码585-600