Abstract
We propose an unbiased Monte 3 estimator for
Citation
Pierre Henry-Labordère. Xiaolu Tan. Nizar Touzi. "Unbiased simulation of stochastic differential equations." Ann. Appl. Probab. 27 (6) 3305 - 3341, December 2017. https://doi.org/10.1214/17-AAP1281
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