2006
Efficient simulation of random walks exceeding a nonlinear boundary
Publication
Publication
Stochastic Models , Volume 22 p. 459- 481
Additional Metadata | |
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Taylor&Francis | |
Stochastic Models | |
Organisation | Stochastics |
Dieker, T., & Mandjes, M. (2006). Efficient simulation of random walks exceeding a nonlinear boundary. Stochastic Models, 22, 459–481. |