"Exact Simulation of the First-Passage Time of Diffusions."

Samuel Herrmann, Cristina Zucca (2019)

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DOI: 10.1007/S10915-018-00900-3

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type: Journal Article

metadata version: 2025-01-19

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Samuel Herrmann, Cristina Zucca:
Exact Simulation of the First-Passage Time of Diffusions. J. Sci. Comput. 79(3): 1477-1504 (2019)

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