Optimal Change of Measure for Model Selection and Efficient Simulation of Large Deviation Probabilities with Financial Applications

dc.contributor.guide	Sandeep K Juneja
dc.coverage.spatial
dc.creator.researcher	Santanu Dey
dc.date.accessioned	2022-09-28T09:47:57Z
dc.date.available	2022-09-28T09:47:57Z
dc.date.awarded	2013
dc.date.completed	2013
dc.date.registered	2010
dc.description.abstract	newline
dc.description.note
dc.format.accompanyingmaterial	DVD
dc.format.dimensions
dc.format.extent
dc.identifier.uri	http://hdl.handle.net/10603/407964
dc.language	English
dc.publisher.institution	School of Computer and System Sciences (STCS)
dc.publisher.place	Mumbai
dc.publisher.university	Tata Institute of Fundamental Research
dc.relation
dc.rights	university
dc.source.university	University
dc.subject.keyword	Engineering and Technology
dc.subject.keyword	Computer Science
dc.subject.keyword	Computer Science Information Systems
dc.title	Optimal Change of Measure for Model Selection and Efficient Simulation of Large Deviation Probabilities with Financial Applications
dc.title.alternative
dc.type.degree	Ph.D.