Gaussian importance sampling & stratification: Computational issues

Winter Simulation Conference Proceedings

Volumn 1, Issue , 1998, Pages 685-693

  Glasserman, Paul ^a   Heidelberger, Philip ^a   Shahabuddin, Perwez ^a  

^a Columbia Univ ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; OPTIMIZATION; VECTORS;

GAUSSIAN RANDOM VECTORS; IMPORTANCE SAMPLING;

COMPUTER SIMULATION;

EID: 0032256621     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (4)