Computing mean first exit times for stochastic processes using multi-level Monte Carlo - researchr publication authors

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Desmond J. Higham, Mikolaj Roj. Computing mean first exit times for stochastic processes using multi-level Monte Carlo. In Oliver Rose, Adelinde M. Uhrmacher, editors, Winter Simulation Conference, WSC '12, Berlin, Germany, December 9-12, 2012. pages 30, WSC, 2012. [doi]

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