Semiparametric Cross Entropy for Rare-Event Simulation

Z. Botev, A.A.N. Ridder, L. Rojas-Nandayapa

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	13-127/III

Access to Document

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title = "Semiparametric Cross Entropy for Rare-Event Simulation",

author = "Z. Botev and A.A.N. Ridder and L. Rojas-Nandayapa",

year = "2013",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "13-127/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}