Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes (Q544549)
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scientific article; zbMATH DE number 5908100
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| English | Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes |
scientific article; zbMATH DE number 5908100 |
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Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes (English)
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15 June 2011
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diffusion
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Monte Carlo methods
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numerical examples
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diffusion processes
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Gaussian steplengths
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0.8785837292671204
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0.7893431186676025
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0.7341095805168152
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0.7195327877998352
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0.7187368273735046
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