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[IEEE 2015 Winter Simulation Conference (WSC) - Huntington Beach, CA, USA (2015.12.6-2015.12.9)] 2015 Winter Simulation Conference (WSC) - On the exact simulation of (jump) diffusion bridges
Pollock, MurrayYear:
2015
Language:
english
DOI:
10.1109/wsc.2015.7408177
File:
PDF, 2.42 MB
english, 2015