Simulation of extremes of diffusions
Version of Record online: 19 OCT 2010
Copyright © 2010 Statistical Society of Canada
Canadian Journal of Statistics
Volume 38, Issue 4, pages 738–755, December 2010
How to Cite
Gou, T. and Murdoch, D. (2010), Simulation of extremes of diffusions. Can J Statistics, 38: 738–755. doi: 10.1002/cjs.10084
- Issue online: 2 NOV 2010
- Version of Record online: 19 OCT 2010
- Manuscript Accepted: 16 JUL 2010
- Manuscript Received: 17 DEC 2009
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