Peter Tankov


AuthID: R-00K-TNV

Publications Requiring Validation

1
TITLE: Importance sampling for McKean-Vlasov SDEs  Full Text
AUTHORS: dos Reis, Goncalo; Smith, Greig; Tankov, Peter;
PUBLISHED: 2023, SOURCE: APPLIED MATHEMATICS AND COMPUTATION, VOLUME: 453
INDEXED IN: Scopus WOS

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