"Localization and Exact Simulation of Brownian Motion-Driven Stochastic ..."

Nan Chen, Zhengyu Huang (2013)

> Home

Details and statistics

DOI: 10.1287/MOOR.2013.0585

access: closed

type: Journal Article

metadata version: 2017-05-28

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mor/ChenH13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mor/ChenH13
Nan Chen, Zhengyu Huang:
Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations. Math. Oper. Res. 38(3): 591-616 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.