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~person:"Chen, Nan"
~subject:"Kontrolltheorie"
~subject:"Monte Carlo simulation"
~subject:"Monte-Carlo-Simulation"
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Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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