Journal Article

Performance of importance sampling simulation in the presence of heavy tails

Operations Research Letters
Author(s)

Achal Bassamboo

Sandeep Juneja

Assaf Zeevi

Date Published: 2006
Citations: Bassamboo, Achal, Sandeep Juneja, Assaf Zeevi. 2006. Performance of importance sampling simulation in the presence of heavy tails. Operations Research Letters. 521-531.