Weak approximation of stopped dffusions

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Author

Date

2006

Type

Conference Paper

ETH Bibliography

yes

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Publication status

published

External links

Book title

Monte Carlo and Quasi-Monte Carlo Methods 2004

Pages / Article No.

31 - 44

Publisher

Springer

Event

6th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Juan-les-Pins, France, Junr 7-10, 2004

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ETH Bibliography

yes

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Research Collection