Exact simulation of the first-passage time of diffusions
Journal of Scientific Computing, 2019 - Springer
Since diffusion processes arise in so many different fields, efficient technics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
Exact simulation of the first-passage time of diffusions
S Herrmann, C Zucca - 2017 - inria.hal.science
Since diffusion processes arise in so many different fields, efficient tech-nics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
Exact Simulation of the First-Passage Time of Diffusions
S Herrmann, C Zucca - Journal of Scientific Computing, 2019 - search.proquest.com
Since diffusion processes arise in so many different fields, efficient technics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
Exact Simulation of the First-Passage Time of Diffusions
S Herrmann, C Zucca - Journal of Scientific Computing, 2019 - dl.acm.org
Since diffusion processes arise in so many different fields, efficient technics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
[PDF][PDF] Exact simulation of the first-passage time of diffusions
S Herrmann, C Zucca - arXiv preprint arXiv …, 2017 - herrmann.perso.math.cnrs.fr
Since diffusion processes arise in so many different fields, efficient technics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
[引用][C] Exact Simulation of the First-Passage Time of Diffusions
S Herrmann, C Zucca - Journal of Scientific Computing, 2019 - cir.nii.ac.jp
Exact simulation of the first-passage time of diffusions
S Herrmann, C Zucca - HAL, 2017 - dml.mathdoc.fr
Since diffusion processes arise in so many different fields, efficient tech-nics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
[PDF][PDF] Exact simulation of the first-passage time of diffusions
S Herrmann, C Zucca - 2017 - researchgate.net
Since diffusion processes arise in so many different fields, efficient technics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
Exact Simulation of the First-Passage Time of Diffusions
S Herrmann, C Zucca - JOURNAL OF SCIENTIFIC COMPUTING, 2019 - iris.unito.it
Since diffusion processes arise in so many different fields, efficient technics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
Exact simulation of the first-passage time of diffusions
S Herrmann, C Zucca - arXiv preprint arXiv:1705.06881, 2017 - arxiv.org
Since diffusion processes arise in so many different fields, efficient tech-nics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …