An improved technique for the simulation of first passage times for diffusion processes

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Publication:4488761

DOI10.1080/03610919908813596zbMath0968.60504OpenAlexW2029782030MaRDI QIDQ4488761

Maria Teresa Giraudo, Laura Sacerdote

Publication date: 9 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919908813596



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