Full Name
Hock Peng Chan
Variants
chan, h.-p.
chan, h.p.
 
 
Faculty
 
Email
stachp@nus.edu.sg
 

Publications



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Department:  STATISTICS AND DATA SCIENCE
Author:  Lai, T.L.
Subject:  Boundary crossing probability
Subject:  Importance sampling

Results 1-1 of 1 (Search time: 0.002 seconds).

Issue DateTitleAuthor(s)
1Apr-2007Efficient importance sampling for monte carlo evaluation of exceedance probabilitiesChan, H.P. ; Lai, T.L.