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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