On asymptotically efficient simulation of large deviaion probabilities

Authors
Dieker, A. B. Mandjes, M.
Citation
B. Dieker, A. et M. Mandjes,, On asymptotically efficient simulation of large deviaion probabilities, Advances in applied probability , 37(1), 2005, pp. 539-552
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
37
Issue
1
Year of publication
2005
Pages
539 - 552
Database
ACNP
SICI code