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

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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
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  Data: Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities.
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        Value: 10.1287/moor.2024.0627
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      – Code: eng
        Text: English
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        PageCount: 35
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      – TitleFull: Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities.
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            NameFull: Wang, Xingyu
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              M: 06
              Text: Jun2026
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              Y: 2026
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