Exact Simulation of Point Processes with Stochastic...

Operations Research 2011 / 10 Vol. 59; Iss. 5

Exact Simulation of Point Processes with Stochastic Intensities

Giesecke, K., Kakavand, H., Mousavi, M.
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Volume:
59
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.1110.0962
Date:
October, 2011
File:
PDF, 254 KB
english, 2011
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