Rare-Event Simulation for Stochastic Recurrence Equations with Heavy-Tailed Innovations

Jose Blanchet, Henrik Hult, Kevin Leder

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Fingerprint

Dive into the research topics of 'Rare-Event Simulation for Stochastic Recurrence Equations with Heavy-Tailed Innovations'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science