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Rhee, Chang-han

  1. A new approach to unbiased estimation for SDE's
    2012/07/10 by Chang-Han Rhee, Chang-han Rhee, Peter W. Glynn +2 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Monetary Policy and Economic Impact #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications #math.PR #q-fin.CP