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Document Title Author Issue Date
Two-Stage Importance Sampling With Mixture Propo.. [Li, Wentao][Tan, Zhiqiang][Chen, Rong] 3-5-2014
Optimal Exponentially Tilted Importance Sampling.. [Fuh, Cheng-Der][Teng, Huei-Wen][Wang, Ren-Her] 12-27-2013
Efficient Calculation of Risk Measures by Import.. [Hult, Henrik][Svensson, Jens] 12-25-2013
Optimally Stratified Importance Sampling for Por.. [Hörmann, Wolfgang][Sak, Halis][Basoglu, Ismail] 11-25-2013
Importance Sampling for Monte Carlo Estimation o.. [Glynn, Peter W.] 6-29-2013
Moderate Deviations for Importance Sampling Esti.. [Nyquist, Pierre] 6-29-2013
Efficient Importance Sampling for Rare Event Sim.. [Fuh, Cheng-Der][Wang, Ren-Her] 2-9-2013
Using Sectioning to Construct Confidence Interva.. [Nakayama, Marvin] 1-27-2013
Uniformly Efficient Importance Sampling for the .. [Glasserman, Paul][Juneja, Sandeep] 10-3-2012
Evaluating the Effect of Intra-Daily Sampling Fr.. [Haugom, Erik][Veka, Steinar][Lien, Gudbrand][Westgaard, Sjur] 9-1-2012
Computing VaR and CVaR using Stochastic Approxim.. [Bardou, Olivier][Frikha, Noufel][Pagès, Gilles] 6-9-2012
Importance Sampling for Risk Contributions of Cr.. [Liu, Guangwu] 4-8-2012
Asymptotically Valid Confidence Intervals for Qu.. [Nakayama, Marvin] 1-2-2012
Resampling Procedure to Construct Value at risk .. [Shiraishi, Hiroshi] 6-9-2011
Sequential Importance Sampling And Resampling Fo.. [Giesecke, Kay][Lai, Tze L.][Deng, Shaojie] 4-10-2011
An Importance Sampling Method to Evaluate Value-.. [Fuh, Cheng-Der][Wang, Ren-Her][Lin, Shih-Kuei] 4-1-2011
A New Robust Importance-Sampling Method for Meas.. [Reltan, Trond][Aas, Kjersti] 12-11-2010
Monte Carlo and Quasi-Monte Carlo Sampling [Lemieux, C_hristiane] 10-3-2010
Bounded Relative Error Importance Sampling and R.. [McLeish, Don L.] 8-31-2010
Importance Sampling for Portfolio Credit Risk [Glasserman, Paul][Li, Jingyi] 7-28-2010
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