A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes
Maria Teresa Giraudo, Laura Sacerdote, Cristina ZuccaVolume:
3
Language:
english
Pages:
17
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1023/a:1012261328124
Date:
June, 2001
File:
PDF, 135 KB
english, 2001