Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions

AuthID
 P-015-GF2
2
Author(s)
Giles, MB
·
Tipo de Documento
Article
Year published
2018
Publicado
in SIAM/ASA Journal on Uncertainty Quantification
Volume: 6, Número: 4, Páginas: 1454-1474
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