Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures
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Monte Carlo simulation of reflected stochastic differential
equations driven by Poisson random measures. / Hausenblas, Erika.
in: Monte Carlo methods and applications, 2000.
in: Monte Carlo methods and applications, 2000.
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
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Hausenblas E. Monte Carlo simulation of reflected stochastic differential
equations driven by Poisson random measures. Monte Carlo methods and applications. 2000. doi: 10.1515/mcma.2000.6.1.1
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Bibtex - Download
@article{b57ef8b16d8a4f6c8a13c3990b2fc799,
title = "Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures",
author = "Erika Hausenblas",
year = "2000",
doi = "10.1515/mcma.2000.6.1.1",
language = "English",
journal = "Monte Carlo methods and applications",
issn = "1569-3961",
publisher = "de Gruyter",
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures
AU - Hausenblas, Erika
PY - 2000
Y1 - 2000
UR - http://dx.doi.org/10.1515/mcma.2000.6.1.1
U2 - 10.1515/mcma.2000.6.1.1
DO - 10.1515/mcma.2000.6.1.1
M3 - Article
JO - Monte Carlo methods and applications
JF - Monte Carlo methods and applications
SN - 1569-3961
ER -
