Momte carlo simulation of killed diffusion

Research output: Contribution to journalArticleResearchpeer-review

External Organisational units

  • SMBS - University of Salzburg Business School, Sigmund-Haffner-Gasse 18, A-5020 Salzburg, Austria

Details

Original languageEnglish
Pages (from-to)263-295
Number of pages33
JournalMonte Carlo methods and applications
Volume6.2000
Issue number4
DOIs
Publication statusPublished - Jan 2000
Externally publishedYes