A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes
- 期刊名称Methodology and Computing in Applied Probability
- 作者Maria Teresa Giraudo; Laura Sacerdote; Cristina Zucca
- 卷第3卷
- 期第2期
- 印刷ISSN1387-5841
- 电子ISSN1573-7713
- 文件大小135.12KB
- 发表时间2001-06
- DOI10.1023/a:1012261328124
- 页码215-231