"A General Framework to Simulate Diffusions with Discontinuous Coefficients ..."

Kailin Ding, Zhenyu Cui (2022)

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DOI: 10.1145/3559541

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type: Journal Article

metadata version: 2023-03-11

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Kailin Ding, Zhenyu Cui:
A General Framework to Simulate Diffusions with Discontinuous Coefficients and Local Times. ACM Trans. Model. Comput. Simul. 32(4): 22:1-22:29 (2022)

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