A unified approach for finite-dimensional, rare-event Monte Carlo simulation

Proceedings - Winter Simulation Conference

Volumn 2, Issue , 2004, Pages 1616-1624

  Huang, Zhi ^a   Shahabuddin, Perwez ^b  

^a LEHMAN BROTHERS   (United States)

^b Columbia University ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; COMPUTATIONAL METHODS; COMPUTER SIMULATION; LAPLACE TRANSFORMS; NUMERICAL METHODS; OPTIMIZATION; PROBABILITY;

FINANCIAL ENGINEERING; PERT NETWORKS; QUEUEING; RARE EVENT ASYMPTOTICS;

MONTE CARLO METHODS;

EID: 17744390920     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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