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Zhengyu Huang
Information about the author Zhengyu Huang will soon be added to the site.
Found
2 papers
in total
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Localization and Exact Simulation of Brownian Motion‐Driven Stochastic Differential Equations
2013
Generating sample paths of stochastic differential equations (SDE) using the Monte...
Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
2012
Computing expected values of functions involving extreme values of diffusion processes...
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