"Efficient Monte Carlo simulation for integral functionals of Brownian motion."

Adam W. Kolkiewicz (2014)

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DOI: 10.1016/J.JCO.2013.12.005

access: open

type: Journal Article

metadata version: 2021-02-16

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Adam W. Kolkiewicz:
Efficient Monte Carlo simulation for integral functionals of Brownian motion. J. Complex. 30(3): 255-278 (2014)

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