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Variance reduction methods for simulation of densities on Wiener space
Kohatsu-Higa, Arturo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001637705
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On moments and tail behaviors of storage processes
Kohatsu-Higa, Arturo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747502