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Lord R, Koekkoek R, Dijk DV (2010) A comparison of biased simulation schemes for stochastic volatility models Quantitative Finance 10(2):177-194

References and models cited by this paper

References and models that cite this paper

Dangerfield CE, Kay D, Burrage K (2012) Modeling ion channel dynamics through reflected stochastic differential equations Phys Rev E 85(5):051907 [Journal]

   Reflected SDE Hodgkin-Huxley Model (Dangerfield et al. 2012) [Model]

Kilinc D,Demir A (2015) Simulation of noise in neurons and neuronal circuits Proceedings of the IEEE/ACM international conference on computer-aided design (ICCAD) :589-596 [Journal]

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