Variance reduction for discretised diffusions via regression (2015)

First Author: Belomestny Denis
Attributed to:  Unbiased Inference for Complex Models funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1510.03141

Publication URI: http://arxiv.org/abs/1510.03141

Type: Journal Article/Review

Parent Publication: arXiv e-prints