"Simulation of multidimensional diffusions with sticky boundaries via ..."

Christian Meier, Lingfei Li, Gongqiu Zhang (2023)

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DOI: 10.1016/J.EJOR.2022.07.038

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type: Journal Article

metadata version: 2023-08-28

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Christian Meier, Lingfei Li, Gongqiu Zhang:
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation. Eur. J. Oper. Res. 305(3): 1292-1308 (2023)

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