ESAIM: Probability and Statistics (ESAIM: P&S)

Unbiased Monte Carlo estimate of stochastic differential equations expectations

Mahamadou Doumbia, Nadia Oudjane and Xavier Warin

ESAIM: PS, 21 (2017) 56-87

Published online: 09 March 2017

DOI: 10.1051/ps/2017001

Mahamadou Doumbia

Nadia Oudjane

Xavier Warin

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