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A Random Walk on Rectangles Algorithm
1 references·0 citing·6 second hopsampled
A Random Walk on Rectangles Algorithm (2006)A Random Walk on Rectangles AlgorithmOn the transition densities for reflected diffusions (2005)On the transition densities f…A Theory of the Term Structure of Interest Rates (1985)Brownian Motion and Stochastic Flow Systems. (1987)Handbook of Brownian Motion — Facts and Formulae (1996)The calculation of expectations for classes of diffusion processes by Lie symmetry methods (2009)Some integral functionals of reflected SDEs and their applications in finance (2010)The Dynamics of Inequality (2016)
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  • 2005On the transition densities for reflected diffusions122 cited

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