Simulating events of unknown probabilities via reverse time...

Simulating events of unknown probabilities via reverse time martingales

Krzysztof Łatuszyński, Ioannis Kosmidis, Omiros Papaspiliopoulos, Gareth O. Roberts
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Volume:
38
Year:
2011
Language:
english
Pages:
12
DOI:
10.1002/rsa.20333
File:
PDF, 140 KB
english, 2011
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