importance sampling

Affine Point Processes: Approximation and Efficient Simulation
Xiaowei Zhang, Jose Blanchet, Kay Giesecke, Peter W. Glynn
Affine Point Processes: Approximation and Efficient Simulation
Rare Event Simulation for a Generalized Hawkes Process
Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, Jose Blanchet
Efficient Suboptimal Rare-event Simulation
Xiaowei Zhang, Jose Blanchet, Peter W. Glynn