Optimal importance sampling for simulation of lévy processes. Jiang, G., Fu, M. C., & Xu, C. In Winter Simulation Conference, pages 3813-3824, 2015. IEEE/ACM.
Optimal importance sampling for simulation of lévy processes. [link]Link  Optimal importance sampling for simulation of lévy processes. [link]Paper  bibtex   
@inproceedings{conf/wsc/JiangFX15,
  added-at = {2016-02-08T00:00:00.000+0100},
  author = {Jiang, Guangxin and Fu, Michael C. and Xu, Chenglong},
  biburl = {http://www.bibsonomy.org/bibtex/2dc37a1b19095e984379841c727bcf586/dblp},
  booktitle = {Winter Simulation Conference},
  crossref = {conf/wsc/2015},
  ee = {http://dl.acm.org/citation.cfm?id=2889129},
  interhash = {b93ba94ecd2f37ffe3b5846e08dbda90},
  intrahash = {dc37a1b19095e984379841c727bcf586},
  isbn = {978-1-4673-9741-4},
  keywords = {dblp},
  pages = {3813-3824},
  publisher = {IEEE/ACM},
  timestamp = {2016-02-09T11:36:49.000+0100},
  title = {Optimal importance sampling for simulation of lévy processes.},
  url = {http://dblp.uni-trier.de/db/conf/wsc/wsc2015.html#JiangFX15},
  year = 2015
}

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