"Controlling the Time Discretization Bias for the Supremum of Brownian Motion."

Krzysztof Bisewski, Daan Crommelin, Michel Mandjes (2018)

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DOI: 10.1145/3177775

access: closed

type: Journal Article

metadata version: 2022-10-02

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Krzysztof Bisewski, Daan Crommelin, Michel Mandjes:
Controlling the Time Discretization Bias for the Supremum of Brownian Motion. ACM Trans. Model. Comput. Simul. 28(3): 24:1-24:25 (2018)

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