Browsing "Faculty of Business and Economics (HKU Business School)" by Author glynn, peter w.

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TitleAuthor(s)Issue DateViews
A regenerative bootstrap approach to estimating the initial transient
Proceeding/Conference:Proceedings - Winter Simulation Conference
2010
 
Affine point processes: Approximation and efficient simulation
Journal:Mathematics of Operations Research
2015
23
Efficient suboptimal rare-event simulation
Proceeding/Conference:Proceedings - Winter Simulation Conference
2007
27
 
2011
Rare event simulation for a generalized hawkes process
Proceeding/Conference:Proceedings - Winter Simulation Conference
2009
28