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Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation - MaRDI portal

Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation

From MaRDI portal
Publication:6372380

DOI10.1016/J.EJOR.2022.07.038arXiv2107.04260WikidataQ113875410 ScholiaQ113875410MaRDI QIDQ6372380

Lingfei Li, Gongqiu Zhang, Christian Meier

Publication date: 9 July 2021




Mathematics Subject Classification ID

Operations research and management science (90Bxx)








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