Quang Huy Nguyen, Christian Y. Robert. Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields. J. Applied Probability, 59(2):366-383, 2022. [doi]
@article{NguyenR22-1,
title = {Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields},
author = {Quang Huy Nguyen and Christian Y. Robert},
year = {2022},
doi = {10.1017/jpr.2021.57},
url = {https://doi.org/10.1017/jpr.2021.57},
researchr = {https://researchr.org/publication/NguyenR22-1},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {59},
number = {2},
pages = {366-383},
}