Quotation Pötzelberger, Klaus. 2012. Improving the Monte Carlo estimation of boundary crossing probabilities by control variables. Monte Carlo Methods and Applications 18 353-377.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Monte Carlo Methods and Applications
Language English
Title Improving the Monte Carlo estimation of boundary crossing probabilities by control variables
Volume 18
Year 2012
Page from 353
Page to 377

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Pötzelberger, Klaus (Details)
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Institute for Statistics and Mathematics IN (Details)
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