Adaptive weak approximation of reflected and stopped diffusions

Monte Carlo Methods and Applications

Volumn 16, Issue 1, 2010, Pages 1-67

  Bayer, Christian ^a,b   Szepessy, Anders ^a   Tempone, Raúl ^c  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

^c KING ABDULLAH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Saudi Arabia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84858407403     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/MCMA.2010.001     Document Type: Article

References (22)

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