Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations
| Year of publication: |
2013
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|---|---|
| Authors: | Chen, Nan ; Huang, Zhengyu |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 38.2013, 3 (8.9.), p. 591-616
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