Improving the Monte Carlo estimation of boundary crossing probabilities by control variables

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	353 - 377
Fachzeitschrift	Monte Carlo Methods and Applications
Jahrgang	18
Publikationsstatus	Veröffentlicht - 1 Dez. 2012

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@article{ecb8c21a46be42f8baeafbd2200b1acd,

title = "Improving the Monte Carlo estimation of boundary crossing probabilities by control variables",

author = "Klaus P{\"o}tzelberger",

year = "2012",

month = dec,

day = "1",

language = "English",

volume = "18",

pages = "353 -- 377",

journal = "Monte Carlo Methods and Applications",

issn = "1569-3961",

publisher = "Walter de Gruyter GmbH",

}