Probability tree algorithm for general diffusion processes

Physical Review E 2001 / 10 Vol. 64; Iss. 5

Probability tree algorithm for general diffusion processes

Ingber, Lester, Chen, Colleen, Mondescu, Radu Paul, Muzzall, David, Renedo, Marco
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Volume:
64
Language:
english
Journal:
Physical Review E
DOI:
10.1103/physreve.64.056702
Date:
October, 2001
File:
PDF, 336 KB
english, 2001
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