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Research Details
Performance of importance sampling simulation in the presence of heavy tails, Operations Research Letters
Type
Article
Author(s)
Achal Bassamboo, Sandeep Juneja, Assaf Zeevi
Date Published
2006
Citations
Bassamboo, Achal, Sandeep Juneja, and Assaf Zeevi. 2006. Performance of importance sampling simulation in the presence of heavy tails. Operations Research Letters.: 521-531.
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