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Exact Simulation of Multidimensional Reflected Brownian Motion

26 May 2014

Papers citing "Exact Simulation of Multidimensional Reflected Brownian Motion"

3 / 3 papers shown

Title
$$\varepsilon$-strong simulation of the convex minorants of stable processes and meanders$ $\varepsilon$ -strong simulation of the convex minorants of stable processes and meanders Jorge Ignacio González Cázares Aleksandar Mijatović Gerónimo Uribe Bravo 55 4 0 29 Oct 2019
$On the exact and $\varepsilon$-strong simulation of (jump) diffusions$ On the exact and $\varepsilon$ -strong simulation of (jump) diffusions M. Pollock A. M. Johansen Gareth O. Roberts 59 44 0 27 Feb 2013
ε-Strong simulation of the Brownian path A. Beskos Stefano Peluchetti Gareth O. Roberts 134 18 0 01 Oct 2011