Exact Simulation of the First-Passage Time of Diffusions

Details 詳細情報について

• CRID

  1363388844910991104

• DOI

  10.1007/s10915-018-00900-3

• ISSN

  15737691

  08857474

• Web Site

  http://link.springer.com/content/pdf/10.1007/s10915-018-00900-3.pdf

  http://link.springer.com/article/10.1007/s10915-018-00900-3/fulltext.html

• Data Source

  • Crossref