Exact Simulation of the First-Passage Time of Diffusions
Crossref DOI link: https://doi.org/10.1007/s10915-018-00900-3
Published Online: 2019-01-03
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Herrmann, S. http://orcid.org/0000-0003-3670-4387
Zucca, C.
Text and Data Mining valid from 2019-01-03
Article History
Received: 14 June 2018
Revised: 19 December 2018
Accepted: 21 December 2018
First Online: 3 January 2019