Jose H. Blanchet, Peter W. Glynn. Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities. In Ann Dunkin, Ricki G. Ingalls, Enver Yücesan, Manuel D. Rossetti, Ray Hill, Björn Johansson, editors, Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009. pages 444-451, WSC, 2009. [doi]
Abstract is missing.