Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures

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Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures. / Hausenblas, Erika.
In: Monte Carlo Methods Appl., 2000.

Research output: Contribution to journal › Article › Research › peer-review

Harvard

Hausenblas, E 2000, 'Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures', Monte Carlo Methods Appl. https://doi.org/10.1515/mcma.2000.6.1.1

APA

Hausenblas, E. (2000). Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures. Monte Carlo Methods Appl. https://doi.org/10.1515/mcma.2000.6.1.1

Vancouver

Hausenblas E. Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures. Monte Carlo Methods Appl. 2000. doi: 10.1515/mcma.2000.6.1.1

Author

Hausenblas, Erika. / Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures. In: Monte Carlo Methods Appl. 2000.

Bibtex - Download

@article{c4def1a18f534da0991bfcdf39b5886e,

title = "Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures",

author = "Erika Hausenblas",

year = "2000",

doi = "10.1515/mcma.2000.6.1.1",

language = "Undefined/Unknown",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures

AU - Hausenblas, Erika

PY - 2000

Y1 - 2000

UR - http://dx.doi.org/10.1515/mcma.2000.6.1.1

U2 - 10.1515/mcma.2000.6.1.1

DO - 10.1515/mcma.2000.6.1.1

M3 - Article

JO - Monte Carlo Methods Appl.

JF - Monte Carlo Methods Appl.

ER -

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