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Gerardo Rubino, Bruno Tuffin

2009/3/18

73

Wiley

Rare event simulation using Monte Carlo methods Rare Event Simulation using Monte Carlo Methods Rare Event Simulation using Monte Carlo Methods Edited by Gerardo Rubino and Bruno Tuffin © 2009 John Wiley & Sons, Ltd. ISBN: 978-0-470-77269-0 Page 2 Rare Event Simulation using Monte Carlo Methods Edited by Gerardo Rubino And Bruno Tuffin INRIA, Rennes, France Page 3 This edition first published 2009 © 2009 John Wiley & Sons Ltd. Registered office John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, United Kingdom For details of our global editorial offices, for customer services and for information about how to apply for permission to reuse the copyright material in this book please see our website at www. wiley. com. The right of the author to be identified as the author of this work has been asserted in accordance with the Copyright, Designs and Patents Act …