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[IEEE 2014 Winter Simulation Conference - (WSC 2014) - Savanah, GA, USA (2014.12.7-2014.12.10)] Proceedings of the Winter Simulation Conference 2014 - Change of measure for the square-root process
Dufresne, Daniel, Vazquez-Abad, Felisa, Chin, StephenYear:
2014
Language:
english
DOI:
10.1109/wsc.2014.7019912
File:
PDF, 128 KB
english, 2014