Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities.

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Bibliographic Details
Title:	Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities.
Authors:	Wang, Xingyu¹ (AUTHOR) x.wang4@uva.nl, Rhee, Chang-Han² (AUTHOR) chang-han.rhee@northwestern.edu
Source:	Mathematics of Operations Research (INFORMS). Jun2026, p1. 35p.
Database:	Business Source Ultimate

Description
ISSN:	0364765X
DOI:	10.1287/moor.2024.0627