"Variance Reduction for Generalized Likelihood Ratio Method in Quantile ..."

Yijie Peng et al. (2021)

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DOI: 10.1109/WSC52266.2021.9715488

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type: Conference or Workshop Paper

metadata version: 2022-03-04

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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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