Efficient Monte Carlo simulation for integral functionals of Brownian motion
| Autor: | Kolkiewicz, Adam W. |
|---|---|
| Zdroj: | In Journal of Complexity June 2014 30(3):255-278 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Kolkiewicz, Adam W. |
|---|---|
| Zdroj: | In Journal of Complexity June 2014 30(3):255-278 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect