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Efficient Monte Carlo simulation for integral functionals of Brownian motion

✍ Scribed by Kolkiewicz, Adam W.

Book ID: 122420179
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 583 KB
Volume: 30
Category: Article
ISSN: 0885-064X
DOI: 10.1016/j.jco.2013.12.005

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