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"Adaptive weak approximation of reflected and stopped diffusions."

Christian Bayer, Anders Szepessy, Raúl Tempone (2010)

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DOI: 10.1515/MCMA.2010.001

access: closed

type: Journal Article

metadata version: 2020-07-03

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Christian Bayer, Anders Szepessy, Raúl Tempone:
Adaptive weak approximation of reflected and stopped diffusions. Monte Carlo Methods Appl. 16(1): 1-67 (2010)

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