ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

Exact simulation of first exit times for one-dimensional diffusion processes

Samuel Herrmann and Cristina Zucca

ESAIM: M2AN, 54 3 (2020) 811-844

Published online: 01 April 2020

DOI: 10.1051/m2an/2019077

Samuel Herrmann

Cristina Zucca

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