Daniel Dufresne, Felisa J. Vázquez-Abad, Stephen Chin. Change of measure for the square-root process. In Stephen J. Buckley, John A. Miller, editors, Proceedings of the 2014 Winter Simulation Conference, Savannah, GA, USA, December 7-10, 2014. pages 465-475, IEEE/ACM, 2014. [doi]
Abstract is missing.