Exact simulation of the sample paths of a diffusion with a finite entrance boundary (Q6246688)
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scientific article; zbMATH DE number 900172561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of the sample paths of a diffusion with a finite entrance boundary |
scientific article; zbMATH DE number 900172561 |
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22 November 2013
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stat.ME
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math.PR
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stat.CO
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