Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (Q2475266): Difference between revisions

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Property / DOI: 10.1007/s11009-006-9006-2 / rank
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Property / full work available at URL: https://doi.org/10.1007/s11009-006-9006-2 / rank
 
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Latest revision as of 21:02, 18 December 2024

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Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes
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    Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (English)
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    11 March 2008
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    diffusion process
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    transition density
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    Monte Carlo
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