【2019新书】Analysis and Approximation of RareEvent 23 个回复 - 4004 次查看
Analysis and Approximation of RareEvents: Representations and Weak Convergence Methods
by Amarjit Budhiraja (Author), Paul Dupuis (Author)
About the Author
Amarjit Budhiraja is a Professor of S ...2019-10-7 08:02 - slowry - 金融学(理论版)
[分享] RareEvent Simulation using Monte Carlo Methods 14 个回复 - 6097 次查看RareEvent Simulation using Monte Carlo MethodsWiley | 2009 | ISBN: 0470772697 | 280 pages | PDF | 1,5 MB In a probabilistic model, a rare event is an event with a very small probability of occurrence ...2009-4-6 14:44 - dwl001 - R语言论坛