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Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
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A rare-event simulation algorithm for periodic single-server queues
Ma, Ni
;
Whitt, Ward
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10011848141
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