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Fast simulation of Markov fluid models in conjunction with large deviations

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  • Mandjes, M.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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Suggested Citation

  • Mandjes, M., 1993. "Fast simulation of Markov fluid models in conjunction with large deviations," Serie Research Memoranda 0058, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1993-58
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19930058.pdf
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    References listed on IDEAS

    as
    1. Ridder, A., 1993. "Fast simulation of Markov fluid models," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Peter W. Glynn & Donald L. Iglehart, 1989. "Importance Sampling for Stochastic Simulations," Management Science, INFORMS, vol. 35(11), pages 1367-1392, November.
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