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"Multilevel Estimation of Expected Exit Times and Other Functionals of ..."

Michael B. Giles, Francisco Bernal (2018)

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DOI: 10.1137/17M1116660

access: closed

type: Journal Article

metadata version: 2019-08-21

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Michael B. Giles, Francisco Bernal:
Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions. SIAM/ASA J. Uncertain. Quantification 6(4): 1454-1474 (2018)

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