"Improving the Monte Carlo estimation of boundary crossing probabilities by ..."

Klaus Pötzelberger (2012)

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DOI: 10.1515/MCMA-2012-0013

access: closed

type: Journal Article

metadata version: 2020-07-03

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Klaus Pötzelberger:
Improving the Monte Carlo estimation of boundary crossing probabilities by control variables. Monte Carlo Methods Appl. 18(4): 353-377 (2012)

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