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Title: A new algorithm to simulate the first exit times of a vector of Brownian motions, with an application to finance
Authors: "Chiu-Yen Kao, Qidi Peng, Henry Schellhorn, Lu Zhu"
Journal: Journal of Applied Probability and Statistics
Publisher: Islamic Countries Society of Statistical Sciences
Country: Pakistan
Year: 2015
Volume: 10
Issue: 2
Language: English
Abstract is not available for this paper.
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