Work

Large Deviations and Importance Sampling for Systems of Slow-Fast Motion

Year: 2012

Type: article

Source: Applied Mathematics & Optimization

DOI: 10.1007/s00245-012-9183-z

Author: Konstantinos Spiliopoulos

Institutions: Boston University, Brown University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2153667633

FWCI: 2.629

Cites: 32

Cited by: 42

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