Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
Nan Chen; Zhengyu Huang
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Nan ; Huang, Zhengyu |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 40.2012, 6, p. 554-563
|
| Subject: | Simulation | Stichprobenerhebung | Sampling | Theorie | Theory | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009717283