Mostrar el registro sencillo del ítem
dc.contributor.author | Kohatsu, Arturo |
dc.contributor.author | Pettersson, Roger |
dc.contributor.other | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
dc.date.issued | 2002-01-01 |
dc.identifier | https://econ-papers.upf.edu/ca/paper.php?id=597 |
dc.identifier.citation | SIAM Journal of Numerical Analysis, 12, (2002) pp.423-476 |
dc.identifier.uri | http://hdl.handle.net/10230/946 |
dc.format.mimetype | application/pdf |
dc.language.iso | eng |
dc.relation.ispartofseries | Economics and Business Working Papers Series; 597 |
dc.rights | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.title | Variance reduction methods for simulation of densities on Wiener space |
dc.type | info:eu-repo/semantics/workingPaper |
dc.date.modified | 2016-09-29T02:50:19Z |
dc.subject.keyword | Statistics, Econometrics and Quantitative Methods |
dc.subject.keyword | stochastic differential equations |
dc.subject.keyword | weak approximation |
dc.subject.keyword | variance reduction |
dc.subject.keyword | kernel density estimation |
dc.rights.accessRights | info:eu-repo/semantics/openAccess |