A New Algorithm to Simulate the First Exit Times of a Vector of Brownian Motions, with an Application to Finance - 惯性聚合

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A New Algorithm to Simulate the First Exit Times of a Vector of Brownian Motions, with an Application to Finance

Chiu-Yen Kao, Qidi Peng, Henry Schellhorn, Lu Zhu · 2016-02-06 · via math.PR updates on arXiv.org

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