"Monte Carlo simulation of killed diffusions with a single barrier."

Bruno Casella, Gareth O. Roberts (2006)

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DOI: 10.1145/1190095.1190151

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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  - https://dblp.org/rec/conf/valuetools/CasellaR06
Bruno Casella, Gareth O. Roberts:
Monte Carlo simulation of killed diffusions with a single barrier. VALUETOOLS 2006: 44

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