Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (2018)

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/17M1116660

Publication URI: http://dx.doi.org/10.1137/17M1116660

Type: Journal Article/Review

Parent Publication: SIAM/ASA Journal on Uncertainty Quantification

Issue: 4