Browsing by Author Blanchet, Jose

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TitleAuthor(s)Issue Date
 
Affine point processes: Approximation and efficient simulation
Journal:Mathematics of Operations Research
2015
Efficient suboptimal rare-event simulation
Proceeding/Conference:Proceedings - Winter Simulation Conference
2007
Rare event simulation for a generalized hawkes process
Proceeding/Conference:Proceedings - Winter Simulation Conference
2009