Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques

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Name	TI Discussion Papers
No.	12-103/III

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@techreport{44183351c151473995e91abd0707c9c3,

title = "Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques",

author = "A.A.N. Ridder and B. Tuffin",

year = "2012",

language = "English",

series = "TI Discussion Papers",

publisher = "Tinbergen Institute",

number = "12-103/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}