Exact simulation of multidimensional reflected Brownian motion

Jose Blanchet, Karthyek Murthy
  • Journal of Applied Probability, March 2018, Cambridge University Press
  • DOI: 10.1017/jpr.2018.10
The author haven't yet claimed this publicationThe author haven't yet claimed this publication
Read Publication

http://dx.doi.org/10.1017/jpr.2018.10

In partnership with: