"Variance Reduction Methods for Simulation of Densities on Wiener Space."

Arturo Kohatsu-Higa, Roger Pettersson (2002)

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DOI: 10.1137/S0036142901385507

access: closed

type: Journal Article

metadata version: 2020-05-11

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Arturo Kohatsu-Higa, Roger Pettersson:
Variance Reduction Methods for Simulation of Densities on Wiener Space. SIAM J. Numer. Anal. 40(2): 431-450 (2002)

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