Analysis and Approximation of Rare Events

By A. Budhiraja, Paul Dupuis. Probability Theory and Stochastic Modelling, 2019

175 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/b4f938d6e0f550d04adc94cf8f00f2caaf13a13f