Efficient rare-event simulation for perpetuities.

J. Blanchet, H. Lam, A.P. Zwart

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

We consider perpetuities of the form D=
Original languageEnglish
Pages (from-to)3361-3392
JournalStochastic Processes and Their Applications
Volume122
Issue number10
DOIs
Publication statusPublished - 2012

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