Brownian motion simulation: a quantization approach

Brownian motion simulation: a quantization approach

Fort, Jean-Claude, Salomón, Luis A.
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Volume:
85
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2014.903490
Date:
June, 2015
File:
PDF, 1.24 MB
english, 2015
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