Monte Carlo methods and applications, 0929-9629
Journal
| ISSNs | 0929-9629, 1569-3961 |
|---|---|
| Additional searchable ISSN (electronic) | 1569-3961 |
1 - 2 out of 2Page size: 10
Research output
- 2000
Momte carlo simulation of killed diffusion
Hausenblas, E., Jan 2000, In: Monte Carlo methods and applications. 6.2000, 4, p. 263-295 33 p.Research output: Contribution to journal › Article › Research › peer-review
A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary
Hausenblas, E., 2000, In: Monte Carlo methods and applications. 6.2000, 2, p. 81-103 23 p.Research output: Contribution to journal › Article › Research › peer-review
