"Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory ..."

Yuanlu Bai, Henry Lam, Sebastian Engelke (2022)

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DOI: 10.1109/WSC57314.2022.10015403

access: closed

type: Conference or Workshop Paper

metadata version: 2024-10-06

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Yuanlu Bai, Henry Lam, Sebastian Engelke:
Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory Approach. WSC 2022: 133-144

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