Momte carlo simulation of killed diffusion

Monte Carlo Methods and Applications

Volumn 6, Issue 4, 2000, Pages 263-295

  Hausenblas, Erika ^a  

^a UNIVERSITY OF SALZBURG   (Austria)

Author keywords

First exit time; Numerical scheime; Stochastic analysis; Stochastic differential equations

Indexed keywords

EID: 10244277683     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.2000.6.4.263     Document Type: Article

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