Importance sampling for Kolmogorov backward equations
- 期刊名称AStA Advances in Statistical Analysis
- 作者Singer, Hermann
- 卷第98卷
- 期第4期
- 印刷ISSN1863-8171
- 电子ISSN1863-818X
- 文件大小2498.39KB
- 发表时间2014-10
- DOI10.1007/s10182-013-0223-z
- 页码345-369
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