Variance reduction methods for simulation of densities on Wiener space
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- dc.contributor.author Kohatsu, Arturoca
- dc.contributor.author Pettersson, Rogerca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
- dc.date.issued 2002-01-01ca
- dc.date.modified 2016-09-29T02:50:19Zca
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=597ca
- dc.identifier.citation SIAM Journal of Numerical Analysis, 12, (2002) pp.423-476ca
- dc.identifier.uri http://hdl.handle.net/10230/946ca
- dc.language.iso engca
- dc.relation.ispartofseries Economics and Business Working Papers Series; 597ca
- 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 Commonsca
- dc.rights.accessRights info:eu-repo/semantics/openAccessca
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
- dc.subject.keyword Statistics, Econometrics and Quantitative Methodsca
- dc.subject.keyword stochastic differential equationsca
- dc.subject.keyword weak approximationca
- dc.subject.keyword variance reductionca
- dc.subject.keyword kernel density estimationca
- dc.title Variance reduction methods for simulation of densities on Wiener spaceca
- dc.type info:eu-repo/semantics/workingPaperca