References (Q4913198)

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scientific article; zbMATH DE number 6149701
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English
References
scientific article; zbMATH DE number 6149701

    Statements

    title
    References (English)
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    publication date
    3 April 2013
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    zbMATH Keywords
    Monte Carlo methods
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    diffusion sample paths
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    importance sampling schemes
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    diffusion bridge process
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    Identifiers

    DOI
    10.1201/b12126-5
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    Mathematics Subject Classification ID
    65C50
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    60G17
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    60J60
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    65C05
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    62D05
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    60J22
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    zbMATH DE Number
    6149701
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