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"Unbiased Simulation Estimators for Path Integrals of Diffusions."

Guanting Chen, Alexander D. Shkolnik, Kay Giesecke (2020)

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DOI: 10.1109/WSC48552.2020.9383881

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Guanting Chen, Alexander D. Shkolnik, Kay Giesecke:
Unbiased Simulation Estimators for Path Integrals of Diffusions. WSC 2020: 277-288

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