Efficient rare-event simulation for the maximum of heavy-tailed random walks
2008 ◽
Vol 18
(4)
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pp. 1351-1378
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Keyword(s):
2012 ◽
Vol 44
(4)
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pp. 1173-1196
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2013 ◽
Vol 23
(4)
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pp. 1-25
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Keyword(s):
2019 ◽
Vol 44
(3)
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pp. 919-942
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2013 ◽
Vol 41
(3)
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pp. 271-276
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2011 ◽
Vol 21
(2)
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pp. 1-23
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