"Exact simulation of multidimensional reflected Brownian motion."

Jose H. Blanchet, Karthyek Rajhaa A. M. (2018)

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DOI: 10.1017/JPR.2018.10

access: closed

type: Journal Article

metadata version: 2024-08-04

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Jose H. Blanchet, Karthyek Rajhaa A. M.:
Exact simulation of multidimensional reflected Brownian motion. J. Appl. Probab. 55(1): 137-156 (2018)

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