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BibTeX entry
@Article{Giraudo:1999:ITS,
author = "Maria Teresa Giraudo and Laura Sacerdote",
title = "An improved technique for the simulation of first
passage times for diffusion processes",
journal = j-COMMUN-STAT-SIMUL-COMPUT,
volume = "28",
number = "4",
pages = "1135--1163",
year = "1999",
CODEN = "CSSCDB",
DOI = "https://doi.org/10.1080/03610919908813596",
ISSN = "0361-0918",
ISSN-L = "0361-0918",
bibdate = "Sat Jan 30 06:32:49 MST 2016",
bibsource = "http://www.math.utah.edu/pub/tex/bib/communstatsimulcomput1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Communications in Statistics: Simulation and
Computation",
journal-URL = "http://www.tandfonline.com/loi/lssp20",
}
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