Variance reduction methods for simulation of densities on Wiener space

Arturo Kohatsu-Higa and Roger Pettersson

Year of publication:	28 Jan. 2002 ; [Elektronische Ressource]
Other Persons:	Kohatsu-Higa, Arturo (contributor) ; Pettersson, Roger (contributor)
Institutions:	Universitat Pompeu Fabra / Departament d'Economia i Empresa (contributor)
Publisher:	Barcelona : Dep. d'Economia i Empresa, UPF
Subject:	Simulation \| Theorie \| Theory

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