"Rare event simulation for diffusion processes via two-stage importance ..."

Adam Metzler, Alexandre Scott (2014)

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DOI: 10.1515/MCMA-2013-0019

access: closed

type: Journal Article

metadata version: 2020-07-03

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Adam Metzler, Alexandre Scott:
Rare event simulation for diffusion processes via two-stage importance sampling. Monte Carlo Methods Appl. 20(2): 77-100 (2014)

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