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"Efficient schemes for the weak approximation of reflected diffusions."

Emmanuel Gobet (2001)

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DOI: 10.1515/MCMA.2001.7.1-2.193

access: closed

type: Journal Article

metadata version: 2020-07-03

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Emmanuel Gobet:
Efficient schemes for the weak approximation of reflected diffusions. Monte Carlo Methods Appl. 7(1-2): 193-202 (2001)

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