"On Efficiency of Multilevel Splitting."

Denis I. Miretskiy, Werner R. W. Scheinhardt, M. R. H. Mandjes (2012)

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DOI: 10.1080/03610918.2012.625337

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type: Journal Article

metadata version: 2022-04-09

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Denis I. Miretskiy, Werner R. W. Scheinhardt, M. R. H. Mandjes:
On Efficiency of Multilevel Splitting. Commun. Stat. Simul. Comput. 41(6): 890-904 (2012)

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