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Antoine Lejay

  1. A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
    2006/02/01 by Antoine Lejay, Miguel Martinez, Miguel Martínez · 2 citations
    Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60J60 #msc:65C