Krzysztof Bisewski, Daan Crommelin, Michel Mandjes. Controlling the Time Discretization Bias for the Supremum of Brownian Motion. ACM Trans. Model. Comput. Simul., 28(3), 2018. [doi]
@article{BisewskiCM18,
title = {Controlling the Time Discretization Bias for the Supremum of Brownian Motion},
author = {Krzysztof Bisewski and Daan Crommelin and Michel Mandjes},
year = {2018},
doi = {10.1145/3177775},
url = {https://doi.org/10.1145/3177775},
researchr = {https://researchr.org/publication/BisewskiCM18},
cites = {0},
citedby = {0},
journal = {ACM Trans. Model. Comput. Simul.},
volume = {28},
number = {3},
}