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Importance Sampling for Mckean-Vlasov Sdes
AuthID
P-00Y-CH4
3
Author(s)
dos Reis, G
·
Smith, G
·
Tankov, P
Document Type
Article
Year published
2023
Published
in
APPLIED MATHEMATICS AND COMPUTATION,
ISSN: 0096-3003
Volume: 453
Indexing
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®
Scopus
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Metadata
Sources
Publication Identifiers
DOI
:
10.1016/j.amc.2023.128078
Scopus
: 2-s2.0-85158069028
Wos
: WOS:001000045500001
Source Identifiers
ISSN
: 0096-3003
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