"A Numerical Scheme using Excursion Theory for Simulating Stochastic ..."

Erika Hausenblas (2000)

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DOI: 10.1515/MCMA.2000.6.2.81

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type: Journal Article

metadata version: 2020-07-03

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Erika Hausenblas:
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary. Monte Carlo Methods Appl. 6(2): 81-104 (2000)

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