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"Variance Reduction for Generalized Likelihood Ratio Method in Quantile ..."
Yijie Peng et al. (2021)
- Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin:
Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. WSC 2021: 1-12
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