Monte Carlo simulation of reflected stochastic differential
              equations driven by Poisson random measures

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Journal	Monte Carlo methods and applications
DOIs	https://doi.org/10.1515/mcma.2000.6.1.1
Publication status	Published - 2000

Access to Document

@article{b57ef8b16d8a4f6c8a13c3990b2fc799,

title = "Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures",

author = "Erika Hausenblas",

year = "2000",

doi = "10.1515/mcma.2000.6.1.1",

language = "English",

journal = "Monte Carlo methods and applications",

issn = "1569-3961",

publisher = "de Gruyter",

}

TY - JOUR

T1 - Monte Carlo simulation of reflected stochastic differential equations driven by Poisson random measures

AU - Hausenblas, Erika

PY - 2000

Y1 - 2000

UR - http://dx.doi.org/10.1515/mcma.2000.6.1.1

U2 - 10.1515/mcma.2000.6.1.1

DO - 10.1515/mcma.2000.6.1.1

M3 - Article

SN - 1569-3961

JO - Monte Carlo methods and applications

JF - Monte Carlo methods and applications

ER -