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"Exact simulation of Bessel diffusions."

Roman N. Makarov, Devin Glew (2010)

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DOI: 10.1515/MCMA.2010.010

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/mcma/MakarovG10
Roman N. Makarov, Devin Glew:
Exact simulation of Bessel diffusions. Monte Carlo Methods Appl. 16(3-4): 283-306 (2010)

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