On Generating Monte Carlo Samples of Continuous Diffusion Bridges
Year of publication: |
2010
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Authors: | Lin, Ming ; Chen, Rong ; Mykland, Per |
Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 105.2010, 490, p. 820-838
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Publisher: |
American Statistical Association |
Saved in:
freely available
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