Efficient schemes for the weak approximation of reflected diffusions
- 1 January 2001
- journal article
- research article
- Published by Walter de Gruyter GmbH in Monte Carlo Methods and Applications
- Vol. 7 (1-2) , 193-202
- https://doi.org/10.1515/mcma.2001.7.1-2.193
Abstract
Article Efficient schemes for the weak approximation of reflected diffusions was published on January 1, 2001 in the journal Monte Carlo Methods and Applications (volume 7, issue 1-2).This publication has 0 references indexed in Scilit: