A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary
- 1 January 2000
- journal article
- research article
- Published by Walter de Gruyter GmbH in Monte Carlo Methods and Applications
- Vol. 6 (2) , 81-104
- https://doi.org/10.1515/mcma.2000.6.2.81
Abstract
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