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"Sensitivity of boundary crossing probabilities of the Brownian motion."

Sercan Gür, Klaus Pötzelberger (2019)

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DOI: 10.1515/MCMA-2019-2031

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/GurP19
Sercan Gür, Klaus Pötzelberger:
Sensitivity of boundary crossing probabilities of the Brownian motion. Monte Carlo Methods Appl. 25(1): 75-83 (2019)

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